ETF Resilience to Uncertainty Shocks: A Cross-Asset Nonlinear Analysis of AI and ESG Strategies
Cătălin Gheorghe; Oana Panazan; Hind Alnafisah; Ahmed Jeribi · 2025 · Risks
WASTE classifies this as Negative / Null Result Report · AI classification, approximate
The study found no significant effect — useful as a negative control or null benchmark for your own design.
Abstract
This study investigates the asymmetric responses of AI and ESG Exchange Traded Funds (ETFs) to geopolitical and financial uncertainty, with a focus on resilience across market regimes. The NASDAQ-100 and MSCI ESG Leaders indices are used as proxies for thematic ETFs, and their dynamic interlinkages are examined in relation to volatility indicators (VIX, GPR), alternative assets (Bitcoin, Ethereum, gold, oil, natural gas), and safe-haven currencies (CHF, JPY). A daily dataset spanning the 2016–2025 period is analyzed using Quantile-on-Quantile Regression (QQR) and Wavelet Coherence (WCO), enabl
Abstract by Cătălin Gheorghe; Oana Panazan; Hind Alnafisah; Ahmed Jeribi, Risks (2025) — licensed CC BY 4.0.
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Metadata source: OpenAlex · DOI 10.3390/risks13090161