The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets

The Influence of Financial Stress on Dynamic Connectedness between Fossil Energy Commodities and Green Energy Markets

This paper aims to examine the impacts of selected stress variables, such as FSI (Financial Stress Index), VIX (Volatility Index), and EPU (Economic Policy Uncertainty), on dynamic connectedness between green markets (stocks and bonds) and fossil energy commodities. First, we employ the TVP-VAR mode...

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Bibliographic Details
Main Authors: Dilvin Taşkın, Efe Çağlar Çağlı, Birce Tedik Kocakaya, Pinar Evrim Mandacı
Format: Article
Language:English
Published: Ekonomi ve Finansal Araştırmalar Derneği 2025-06-01
Series:Ekonomi, Politika & Finans Araştırmaları Dergisi
Subjects:
financial stress
green markets
fossil energy
connectedness
finansal stress
yeşil piyasalar
fosil enerji
bağlantılılık
Online Access:https://dergipark.org.tr/tr/download/article-file/4496543
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