This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin), four energy companies (Exxon Mobil, Chevron, ConocoPhillips, and Nextera Energy), and four mega-technology companies (Apple, Microsoft, Alphabet, and Amazon) in the US. We analyze data for the period November 15, 2017–October 28, 2022 using methodologies in Diebold and Yilmaz (Int J Forecast 28(1):57–66, 2012) and Baruník and Křehlík (J Financ Economet 16(2):271–296 2018). Our analysis shows the COVID-19 pandemic amplified volatility spillovers, thereby intensifying the impact of financial contagion between markets. This finding indicates the impact of the pandemic on the US economy heightened risk transmission across markets. Moreover, we show that Bitcoin, Ethereum, Chevron, ConocoPhilips, Apple, and Microsoft are net volatility transmitters, while Tether, BNB, Exxon Mobil, Nextera Energy, Alphabet, and Amazon are net receivers Our results suggest that short-term volatility spillovers outweigh medium- and long-term spillovers, and that investors should be more concerned about short-term repercussions because they do not have enough time to act quickly to protect themselves from market risks when the US market is affected. Furthermore, in contrast to short-term dynamics, longer term patterns display superior hedging efficiency. The net-pairwise directional spillovers show that Alphabet and Amazon are the highest shock transmitters to other companies. The findings in this study have implications for both investors and policymakers.

This study investigates the volatility spillover and connectedness networks among renewable energy sources (Biofuel, Fuel cell, Geothermal, Solar), green bonds, and cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin) in the U.S. market. To accomplish this objective, we analyzed data from November 15, 2017, to May 31, 2024, via the methods introduced by Diebold and Yilmaz (Int J Forecast 28:57–66, 2012) and Baruník and Křehlík (J Financ Econometr 16:271 296, 2018). Our findings reveal that major global disruptions—including the COVID-19 pandemic, the Russia–Ukraine war, the collapse of Silicon Valley Bank, and the Credit Suisse crisis—have intensified volatility spillovers and financial contagion across markets, exacerbating their outcomes. The findings suggest that the effectiveness of green finance depends on its allocation across these sectors, highlighting the importance of examining each sector to understand the success of these financial initiatives. The influence of COVID-19 on the U.S. economy has increased transmission risk across markets. Renewable energy is less volatile than green bonds and cryptocurrencies are, with these indices reacting more quickly to short-term shocks. Investors should focus on short-term impacts to manage market risk effectively. By providing insights into how financial shocks propagate across sectors, emphasizing the need for a sector-specific approach to assessing financial sustainability, and underscoring the importance of short-term risk management strategies, this research offers valuable contributions to decision-makers and investors.

This study aims to examine the association between FinTech, board characteristics, and banks’ cash holdings in the Jordanian business environment. The study utilises data from 14 banks listed on the Amman Stock Exchange (ASE), covering the period from 2009 to 2024. It employs an econometric analysis of panel data, using ordinary least square (OLS) regression as the primary approach. In addition, the investigation applies various statistical methods, such as the two-stage least square (2SLS), the generalised method of moments (GMM), the dynamic model, and fixed effects regression to address causality and endogeneity issues in the study’s equations. Consequently, the study conducts data analyses to confirm the validity of the findings. The outcomes indicate that FinTech and board characteristics have a significant positive connection with banks’ cash holdings. These findings strengthen the assertions of consumer theory and agency theory. This investigation can help stakeholders, executives, bankers, customers, and policymakers in exploring the association between FinTech, board characteristics, and banks’ cash holdings in the context of Jordan. Furthermore, this study’s findings support the view that the banks in emerging economies should offer green loans for sustainability projects by leveraging FinTech adoption and board directors’ expertise to reallocate excess cash holdings. The novelty of the present paper lies in its explanation of the association between FinTech and board characteristics regarding banks’ cash holdings in Jordan. In addition, it opens paths for future works to delve into this literature area in the context of Middle Eastern countries, with a specific focus on Jordan. This investigation is one of the first attempts in Jordan to clarify these connections. Theoretically, it supports the assertions of consumer theory and agency theory as presented in Jordanian literature. Lastly, expanding the paper’s framework reach to other Middle Eastern nations would be valuable, particularly in light of the lack of research in this domain.

This study evaluates the duration of Jordanian public debt as an instrument for hedging interest rate risk over the period 2008–2020. It provides an analytical examination of public debt concepts and emphasizes the relevance of debt duration as a measure of maturity structure and interest rate sensitivity. The study covers both domestic and external public debt and situates the analysis within the historical context of Jordan’s debt evolution, including the 1988 debt crisis and subsequent fiscal adjustments. Using a comprehensive dataset of Jordanian government treasury bonds denominated in Jordanian dinars, the study applies Macaulay Duration and Modified Duration models to assess the effective maturity and interest rate exposure of the public debt portfolio. The results indicate that the estimated Macaulay Duration of Jordanian public debt is approximately 2.514 years, reflecting the weighted average timing of debt cash flows and the horizon of interest rate sensitivity. The Modified Duration is estimated at approximately 2.293 years, indicating a moderate degree of price sensitivity to changes in interest rates. Overall, the findings suggest that Jordan’s public debt exhibits a relatively short- to medium-term maturity structure, allowing for refinancing flexibility while maintaining manageable exposure to interest rate risk. The study highlights the usefulness of duration-based indicators as complementary tools for public debt management and risk assessment in emerging economies.