Jiajing Sun

Jiajing Sun

PhD, CFA charterholder, FIMA, Member of the London Mathematical Society. Associate Professor and the Deputy Director of the Department of Statistics and Data Science, School of Economics and Management, University of the Chinese Academy of Sciences.

Supply Chain Shocks and the Reconfiguration of Green Finance Markets: A Quantile-on-Quantile Connectedness Analysis

Published in Systems, 2026

Abstract

This article investigates how supply-chain disruptions are connected with green finance markets. It links supply bottleneck indicators with clean energy equities, green bonds, and carbon prices, using a quantile-on-quantile connectedness approach to capture nonlinear, asymmetric, and state-dependent transmission.

The study contributes to research on supply-chain risk, climate finance, and macro-financial stress by showing how bottlenecks can reshape connectedness within green finance markets. The article is open access under a Creative Commons Attribution license.

Publisher / DOI page

Recommended citation: Yao, J., Wu, J., Feng, H., & Sun, J. (2026). "Supply Chain Shocks and the Reconfiguration of Green Finance Markets: A Quantile-on-Quantile Connectedness Analysis." Systems, 14(6), 652.
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