ArticleAnnals of operations research2022
Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic.
Article in Annals of operations research, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 10 papers.
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Who cites it
10 citing papers in PubMed, 129 citations in OpenAlex.
- Energy price instability and energy efficiency: Korea's macroeconomic framework during the COVID-19 pandemic.PloS one · 2025Article
- Article
- The impacts of global economic policy uncertainty on green bond returns: A systematic literature review.Heliyon · 2024Review
- The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war.PloS one · 2024Article
- Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis.International review of financial analysis · 2023Article
- Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis.Economic analysis and policy · 2023Article
- Do green bonds offer a diversification opportunity during COVID-19?-an empirical evidence from energy, crypto, and carbon markets.Environmental science and pollution research international · 2023Article
- A novel deep neural network model based Xception and genetic algorithm for detection of COVID-19 from X-ray images.Annals of operations research · 2022Article
- Exploring time and frequency linkages of green bond with renewable energy and crypto market.Annals of operations research · 2022Article
- Tail risk connectedness in clean energy and oil financial market.Annals of operations research · 2022Article
Corrections and comments
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Authors and funding
5 authors at 4 institutions in 3 countries.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This paper uses weekly data from July 01, 2011 to July 09, 2021 to examine the dynamic nonlinear connectedness between the green bonds, clean energy, and stock price around the COVID-19 outbreak in the global markets. By building a time-varying parameter vector autoregression model (TVP-VAR), the comparison analyses of pre- and during the COVID-19 sample groups verify the existence of nonlinear and dynamic correlation among the three variables. First, prior to the COVID-19 pandemic, the simultaneous impacts of clean energy on stock price increased over time. Second, the results of impulse responses at different horizons indicate that green bonds lead to a short-term increase of clean energy, and it exerts an increasingly positive impacts after the COVID-19 outbreak. The COVID-19 has weakened the negative impacts of green bonds on stock price in the medium term. Finally, through the analysis of impulse responses at different points, we find that stock prices will rise when clean energy is subjected to a positive shock, and this positive effect is stronger during economic recovery period than in the other two periods.
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