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The S&amp;P green bond index (RSPGB) is used as a proxy for the green bond market; S&amp;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. We undertake an empirical analysis through the application of three key tests, namely: dynamic conditional correlation (DCC), Diebold and Yilmaz (Int J Forecast 28(1):57\u201366, 2012. 10.1016\/j.ijforecast.2011.02.006), Barun\u00edk and K\u0159ehl\u00edk (J Financ Econom 16(2):271\u2013296, 2018. 10.1093\/jjfinec\/nby001) model. The DCC reveals no dynamic linkages of volatility from the green bond to the energy and crypto market in the short run. Referring to Diebold and Yilmaz (2012), it dictates that the green bond (RSPGB) is a net receiver while the energy market (RIGW) and cryptocurrency (RETHER) are the largest and least contributors to the transmission of the volatility. Additionally, the Barun\u00edk and K\u0159ehl\u00edk (2018) model confirmed that the magnitude of the total spillover is high in more prolonged than shorter periods, suggesting reduced diversification opportunities. Overall, the present study exemplifies the significance of the green bond market as protection against risk.<\/jats:p>","DOI":"10.1007\/s10479-022-05074-8","type":"journal-article","created":{"date-parts":[[2022,12,2]],"date-time":"2022-12-02T17:03:48Z","timestamp":1670000628000},"page":"1547-1572","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":32,"title":["Exploring time and frequency linkages of green bond with renewable energy and crypto market"],"prefix":"10.1007","volume":"348","author":[{"given":"Miklesh Prasad","family":"Yadav","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Priyanka","family":"Tandon","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Anurag Bhadur","family":"Singh","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-0013-1882","authenticated-orcid":false,"given":"Adam","family":"Shore","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Pali","family":"Gaur","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2022,12,2]]},"reference":[{"key":"5074_CR1","doi-asserted-by":"publisher","first-page":"101678","DOI":"10.1016\/j.irfa.2021.101678","volume":"74","author":"EJA Abakah","year":"2021","unstructured":"Abakah, E. 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