{"id":"https://openalex.org/W7123368675","doi":"https://doi.org/10.2139/ssrn.6065907","title":"When Markets Tremble, Do Green Assets Shine? A Wavelet-Based Analysis of Volatility and Trade Policy Uncertainty","display_name":"When Markets Tremble, Do Green Assets Shine? A Wavelet-Based Analysis of Volatility and Trade Policy Uncertainty","publication_year":2026,"publication_date":"2026-01-01","ids":{"openalex":"https://openalex.org/W7123368675","doi":"https://doi.org/10.2139/ssrn.6065907"},"language":"en","primary_location":{"id":"doi:10.2139/ssrn.6065907","doi":"https://doi.org/10.2139/ssrn.6065907","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.6065907","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.6065907","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5122883214","display_name":"ABDUSSAMED KILIN\u00c7","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"ABDUSSAMED KILIN\u00c7","raw_affiliation_strings":["Independent  - affiliation not provided to SSRN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent  - affiliation not provided to SSRN","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5066848018","display_name":"Cumali Marangoz","orcid":"https://orcid.org/0000-0002-0216-3490","observed_orcids":["https://orcid.org/0000-0002-0216-3490"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"CUMAL\u0130 MARANGOZ","raw_affiliation_strings":["Independent  - affiliation not provided to SSRN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent  - affiliation not provided to SSRN","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020823131","display_name":"Utku \u015eENDURUR","orcid":"https://orcid.org/0000-0002-8303-4315","observed_orcids":["https://orcid.org/0000-0002-8303-4315"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"UTKU \u015eENDURUR","raw_affiliation_strings":["Independent  - affiliation not provided to SSRN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent  - affiliation not provided to SSRN","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061047367","display_name":"Bekir GEREKAN","orcid":"https://orcid.org/0000-0001-6724-4729","observed_orcids":["https://orcid.org/0000-0001-6724-4729"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"BEK\u0130R GEREKAN","raw_affiliation_strings":["Independent  - affiliation not provided to SSRN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent  - affiliation not provided to SSRN","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5036240254","display_name":"Emre Bulut","orcid":"https://orcid.org/0000-0002-2884-1405","observed_orcids":["https://orcid.org/0000-0002-2884-1405","https://orcid.org/0000-0002-1468-2175"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"EMRE BULUT","raw_affiliation_strings":["Independent  - affiliation not provided to SSRN"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent  - affiliation not provided to SSRN","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5101975634","display_name":"Erdal Y\u0131lmaz","orcid":"https://orcid.org/0000-0002-2491-446X","observed_orcids":["https://orcid.org/0000-0002-2491-446X"]},"institutions":[{"id":"https://openalex.org/I307617284","display_name":"A\u011fr\u0131 \u0130brahim \u00c7e\u00e7en University","ror":"https://ror.org/054y2mb78","country_code":"TR","type":"education","lineage":["https://openalex.org/I307617284"]}],"countries":["TR"],"is_corresponding":false,"raw_author_name":"ERDAL YILMAZ","raw_affiliation_strings":["A\u011fr\u0131 \u0130brahim \u00c7e\u00e7en \u00dcniversitesi","A\u011fr\u0131 \u0130brahim \u00c7e\u00e7en \u00dcniversitesi, Turkey"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"A\u011fr\u0131 \u0130brahim \u00c7e\u00e7en \u00dcniversitesi","institution_ids":["https://openalex.org/I307617284"]},{"raw_affiliation_string":"A\u011fr\u0131 \u0130brahim \u00c7e\u00e7en \u00dcniversitesi, Turkey","institution_ids":["https://openalex.org/I307617284"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5036240254"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.7240999937057495,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.7240999937057495,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds","score":0.2712000012397766,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0015999999595806003,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/green-assets","display_name":"green assets","score":0.9350000023841858},{"id":"https://openalex.org/keywords/renewable-energy-stocks","display_name":"renewable energy stocks","score":0.7689999938011169},{"id":"https://openalex.org/keywords/green-bonds","display_name":"green bonds","score":0.9900000095367432},{"id":"https://openalex.org/keywords/market-volatility","display_name":"market volatility","score":0.7210000157356262},{"id":"https://openalex.org/keywords/volatility-index","display_name":"volatility index","score":0.7559999823570251},{"id":"https://openalex.org/keywords/trade-policy-uncertainty","display_name":"trade policy uncertainty","score":0.9950000047683716},{"id":"https://openalex.org/keywords/portfolio-diversification","display_name":"portfolio diversification","score":0.8320000171661377},{"id":"https://openalex.org/keywords/green-investment","display_name":"green investment","score":0.31200000643730164}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.6837000250816345},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6557999849319458},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.5993000268936157},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.5715000033378601},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5223000049591064},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.4343999922275543},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4237000048160553},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.42320001125335693},{"id":"https://openalex.org/C188573790","wikidata":"https://www.wikidata.org/wiki/Q12705","display_name":"Renewable energy","level":2,"score":0.37950000166893005},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.36890000104904175},{"id":"https://openalex.org/C139819358","wikidata":"https://www.wikidata.org/wiki/Q462748","display_name":"Asset allocation","level":3,"score":0.3481000065803528},{"id":"https://openalex.org/C197142791","wikidata":"https://www.wikidata.org/wiki/Q540626","display_name":"Bond market","level":2,"score":0.32120001316070557},{"id":"https://openalex.org/C9725762","wikidata":"https://www.wikidata.org/wiki/Q1072885","display_name":"Modern portfolio theory","level":3,"score":0.3061000108718872},{"id":"https://openalex.org/C126285488","wikidata":"https://www.wikidata.org/wiki/Q178476","display_name":"Monetary policy","level":2,"score":0.28630000352859497},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.2831000089645386},{"id":"https://openalex.org/C21839126","wikidata":"https://www.wikidata.org/wiki/Q598188","display_name":"Green economy","level":3,"score":0.2775999903678894},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.26339998841285706},{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.26089999079704285},{"id":"https://openalex.org/C133029050","wikidata":"https://www.wikidata.org/wiki/Q385593","display_name":"Vector autoregression","level":2,"score":0.259799987077713}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.2139/ssrn.6065907","doi":"https://doi.org/10.2139/ssrn.6065907","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.6065907","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"}],"best_oa_location":{"id":"doi:10.2139/ssrn.6065907","doi":"https://doi.org/10.2139/ssrn.6065907","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.6065907","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/13","score":0.821399986743927,"display_name":"Climate action"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1983384974","https://openalex.org/W1990475559","https://openalex.org/W2034139177","https://openalex.org/W2124459709","https://openalex.org/W2343567034","https://openalex.org/W2535036018","https://openalex.org/W2806486862","https://openalex.org/W2924583968","https://openalex.org/W2966853606","https://openalex.org/W2995116488","https://openalex.org/W3124165781","https://openalex.org/W3125233914","https://openalex.org/W3126081245","https://openalex.org/W3128873853","https://openalex.org/W3161282346","https://openalex.org/W4211197812","https://openalex.org/W4280639332","https://openalex.org/W4319040353","https://openalex.org/W4366422896","https://openalex.org/W4391150966","https://openalex.org/W4394697146","https://openalex.org/W4405889927"],"related_works":["https://openalex.org/W7222904627","https://openalex.org/W4417310241","https://openalex.org/W7133201073","https://openalex.org/W4404094072","https://openalex.org/W3163247256","https://openalex.org/W7083177705","https://openalex.org/W7148629125","https://openalex.org/W7166434201","https://openalex.org/W7162300192","https://openalex.org/W4413004303"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-11-09T13:22:03.289127","created_date":"2026-01-14T00:00:00"}