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Volatility transmission from critical minerals prices to green investments

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27360%2F23%3A10253607" target="_blank" >RIV/61989100:27360/23:10253607 - isvavai.cz</a>

  • Result on the web

    <a href="https://www.sciencedirect.com/science/article/abs/pii/S0301420723002076?via%3Dihub" target="_blank" >https://www.sciencedirect.com/science/article/abs/pii/S0301420723002076?via%3Dihub</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1016/j.resourpol.2023.103499" target="_blank" >10.1016/j.resourpol.2023.103499</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Volatility transmission from critical minerals prices to green investments

  • Original language description

    Green investments offer a promising market-based approach to combating global climate change, yet they are susceptible to risk transmission from various assets. While existing literature has primarily focused on the volatility implications among green investments, traditional stock returns, energy, and precious metals markets, it has overlooked the potential for volatility transmission from critical minerals markets to green investments. This is because the clean production process involves both eco-friendly stock and mineral markets, so fluctua-tions in mineral prices can result in volatility spillover to green investments. In this study, we examine the volatility transmission from critical mineral prices (such as copper, nickel, and lead) to green bonds and green equities in a global context. Using cross-quantilogram and cross-quantile spectrum analysis, we analyse daily data from October 31, 2014, to October 5, 2022, taking into account short-, medium-, and long-term investment horizons. Our findings indicate strong short-and long-term connections between green financial and mineral markets during market booms and busts. Conversely, under normal market conditions, both markets tend to behave independently. Our results provide valuable insights for green project managers, investors, and policy -makers, highlighting the efficiency of green investments in achieving environmental goals.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database

  • CEP classification

  • OECD FORD branch

    50204 - Business and management

Result continuities

  • Project

  • Continuities

    S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2023

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Resources Policy

  • ISSN

    0301-4207

  • e-ISSN

    1873-7641

  • Volume of the periodical

    82

  • Issue of the periodical within the volume

    Neuveden

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    18

  • Pages from-to

  • UT code for WoS article

    000958445200001

  • EID of the result in the Scopus database

    2-s2.0-85151794691