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This paper aims to prepare Poly(Styrene-Butyl acrylate-Methacrylic acid) @Poly Gallic acid-Fe³⁺ photonic crystal composite inks [P(St-BA-MAA)@PGA-Fe³⁺ PCCI, @ means the PGA-Fe³⁺ is loaded on the microspheres] and construct noniridescent structural colors on fabric substrates, with the goal of improving the visibility of structural colors.

P(St-BA-MAA)@PGA-Fe³⁺ PCCI were prepared by coating P(St-BA-MAA) microspheres with a metal-polyphenol network formed by gallic acid (GA, C₇H₆O₅) and Fe³⁺. The assembly effects of the inks were explored under different conditions, including pH, temperature, concentration and surface tension. The optimal self-assembly conditions of the inks were determined using the controlled variable method.

The results demonstrated the successful preparation of P(St-BA-MAA)@PGA-Fe³⁺ PCCI. The metal polyphenol network film composed of GA and Fe³⁺ was successfully coated on the surface of P(St-BA-MAA) seed microspheres. The assembly mechanism of the inks was investigated, indicating that at a diethylene glycol (DEG, C₄H₁₀O₃) concentration of 0.3 wt% and pH of 7, bright noniridescent structural colors could be formed on fabric surfaces after self-assembly by PCCI at 60 °C for 10 min. Furthermore, the mechanical fastness of the structural colors was enhanced due to the adherence of the soft shell composed of P(St-BA-MAA) and GA.

Utilizing a cost-effective approach and a diverse array of readily available raw materials, we have successfully prepared P(St-BA-MAA)@PGA-Fe³⁺ PCCI, which boasts superior performance and offers fabrics a range of unique coloring styles. This innovation paves the way for potential applications of structural colors in practical production, thereby broadening their realm of utility.

We examined the dynamic volatility connectedness and diversification strategies among US real estate investment trusts (REITs) and green finance indices.

The DCC-GARCH dynamic connectedness framework and he DCC-GARCH t-copula model were employed in this study.

Using daily data from 2,206 observations spanning from 2 January 2015 to 31 January 2023 this paper presents the following findings: (1) cross-market spillovers exhibited a high correlation and significant fluctuations, particularly during extreme events; (2) our analysis confirmed that REIT acted as net receivers from other green indices, with the S&P North America Large-MidCap Carbon Efficient Index dominating the in-network volatility spillover; (3) this observation suggests asymmetric spillovers between the two markets and (4) a portfolio analysis was conducted using the DCC-GARCH t-copula framework to estimate hedging ratios and portfolio weights for these indices. When REIT and the Dow Jones US Select ESG REIT Index were simultaneously added to a risk-hedged portfolio, our findings indicated that no risk-hedging effect could be achieved. Moreover, the cost and performance of hedging green assets using REIT were found to be comparable.

We first examined the dynamic volatility connectedness and diversification strategies among US REITs and green finance indices. The outcomes of this study carry practical implications for market participants.