Green bonds and financial markets underline severe extreme dependence due to uncertain economic and financial circumstances. Time-varying optimal copula (TVOC) is a unique methodology that provides useful copula information under different time series, underscoring several regimes following...

This paper combines a time-varying spillover index based on a time-varying vector auto-regressive (TVP-VAR) model with quantile regression to investigate the mechanism of extreme risk contagion among oil, green bonds and new energy vehicles under different market conditions. The empirical...