Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
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Title
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
Authors
Keywords
COVID-19, TVP-VAR, Dynamic connectedness, Portfolio management, Hedging effectiveness, Green bonds, Renewable energy stocks, Carbon price
Journal
Global Finance Journal
Volume 51, Issue -, Pages 100692
Publisher
Elsevier BV
Online
2021-11-23
DOI
10.1016/j.gfj.2021.100692
References
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