When Artificial Intelligence Meets Sustainable Investment Assets
Quantile‐on‐Quantile Connectedness Analysis
Bibliographic Data
| ID | 12308600 |
|---|---|
| Authors | Atef Hamdi (Imam Mohammad Ibn Saud Islamic University (IMSIU) Riyadh Saudi Arabia, corresponding author), Khaled Mokni (0000-0001-9817-6378, Rabat Business School, International University of Rabat Technopolis of Rabat Morocco) |
| Year | 2026 |
| Publication date | 2026-03-26 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Sustainable Development (JOURNAL) |
| Journal identifiers | ISSN: 0968-0802 • E-ISSN: 1099-1719 |
| Publisher | Wiley (PUBLISHER • GB) |
| DOI | 10.1002/sd.70991 |
| OpenAlex | W7141528451 |
| Language | EN |
| Citations received | 2 |
| References cited | 53 |
With the intensive development in Artificial Intelligence and sustainable financial assets, the link between these two domains has received limited attention in existing literature. To shed light on this issue, the present study examines the dynamic spillover effects between the AI stock index and three sustainable investment stock indices such as Energy Efficiency Index (EEI), Pollution Mitigation Index (PMI), and Renewable Energy Index (REI). To account for different market conditions of the two types of assets simultaneously, we used the newly developed Quantile‐on‐Quantile connectedness (QQC) approach, which is based on a bivariate VAR model. Results show high connectedness when AI and sustainable assets are directly related, while weak links emerge when the two markets are in opposite states. Moreover, a time‐varying analysis shows a substantial surge in connectedness attributed to the COVID‐19 pandemic as well as to some episodes characterized by technological acceleration, energy market stress, and policy uncertainty. These findings are useful for policymakers and investors in the context of policy design and portfolio management, emphasizing the need for adaptive asset allocation in AI‐driven and sustainability‐focused financial markets
Asset allocation · Financial market · Index (typography · Investment strategy · Portfolio · Social connectedness · Stock market · Stock market index · Sustainable development · Energy, Environment, Economic Growth · Market Dynamics and Volatility · Sustainable Finance and Green Bonds
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| Unique citing works | 2 |
|---|---|
| Citations per year | 2 |
| Citation span | 2026 - 2026 (1) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 2 |