Arife Ozdemir Hol

Abakah E. J. A., Tiwari A. K., Oliyide J. A., & Appiah K. O. (2023). "Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets" . International Journal of Managerial Finance. Advance online publication. https://doi.org/10.1108/IJMF-09-2021-0428 . Adekoya O. B., Akinseye A. B., Antonakakis N., Chatziantoniou I., Gabauer D., & Oliyide J. (2022a).

This paper aims to analyse the asymmetric dynamic connectedness between green, sustainable, and environmental financial indices and to present their impact on portfolio optimisation. For this purpose, asymmetric TVP-VAR model estimates of return connectedness and spillover positions are used for risk management and to determine portfolio strategies.