Exploring time and frequency linkages of green bond with renewable energy and crypto market.

This paper examines the dynamic linkages of green bond with the energy and crypto market. The S&P green bond index (RSPGB) is used as a proxy for the green bond market; S&P global clean energy index and ISE global wind energy (RIGW) are used as proxies for the renewable energy market, and; Bitcoin and Ethereum (RETHER) are used as the proxies of the crypto market. The daily prices of these constituent series are collected using Bloomberg from October 3, 2016 to February 23, 2021.