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<p>This investigation explores the integration and risk spillover mechanism between renewable energy tokens, and GCC stock market indices with the incorporation of economic uncertainties. For this purpose, this research has led to a greater understanding of the propagation of extreme return spillovers within a network of connections between renewable energy tokens, green assets, and equity markets. Hence, the static and dynamic mean connectedness results between renewable tokens, GCC stock indices, and green assets reflect a considerable level of connectedness. Which exists between energy tokens, GCC stocks, and green assets. Accordingly, the static and dynamic quantile connectedness results reveal that TSI (Total Spillover Index) behaves asymmetrically in a time-varying manner with respect to the magnitude and direction of spillover during bearish and bullish market conditions as compared to a stable market.</p>

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Assessing the impact of economic volatility on renewable energy tokens, GCC stock indices, and green assets

  • 期刊论文

  • 发表日期：

    2025年5月28日

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  • Michael Yao-Ping Peng,
  • Boghean Florin,
  • Boghean Carmen,
  • Faur Flaviu Casian,
  • Florin Radu,
  • Violeta Hazaparu,
  • Raul Adrian Lile,
  • Sagheer Muhammad,
  • Malik Shahzad Shabbir

摘要

This investigation explores the integration and risk spillover mechanism between renewable energy tokens, and GCC stock market indices with the incorporation of economic uncertainties. For this purpose, this research has led to a greater understanding of the propagation of extreme return spillovers within a network of connections between renewable energy tokens, green assets, and equity markets. Hence, the static and dynamic mean connectedness results between renewable tokens, GCC stock indices, and green assets reflect a considerable level of connectedness. Which exists between energy tokens, GCC stocks, and green assets. Accordingly, the static and dynamic quantile connectedness results reveal that TSI (Total Spillover Index) behaves asymmetrically in a time-varying manner with respect to the magnitude and direction of spillover during bearish and bullish market conditions as compared to a stable market.