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Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been wildly discussed since the day Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to...
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This study analyses the prediction power of uncertainty measures, especially the cryptocurrency uncertainty indices on the long-term volatility of the gold markets. By utilising a mixed data sampling model, GARCH-MIDAS, we show that various uncertainty measures may capture different types of...
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Fossil energy consumption, carbon emission and agriculture plants are three critical poles of global environmental protection. Thus, the prices of crude oil, carbon emission allowance and agriculture commodity futures should be closely connected for their inherent fundamental nexus and...
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The inherent financial interconnections between crude oil prices, carbon emission allowances, and agriculture commodity futures warrant a thorough investigation as fossil energy consumption, carbon emissions, and agriculture plants are three critical components of global environmental...
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The effects of climate policy uncertainty (CPU) on firms' green innovation have not reached a consensus result. Motivated by the research gap, this study explores the moderating mechanism of R&D investment on the linkage between CPU and green innovation and tests the heterogeneity according to...
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