Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19
Published 2022 View Full Article
- Home
- Publications
- Publication Search
- Publication Details
Title
Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19
Authors
Keywords
-
Journal
ENERGY POLICY
Volume 168, Issue -, Pages 113102
Publisher
Elsevier BV
Online
2022-06-15
DOI
10.1016/j.enpol.2022.113102
References
Ask authors/readers for more resources
Related references
Note: Only part of the references are listed.- Evaluating the COVID-19 response policy's impact on carbon dioxide emissions in the top four CO2 emission countries
- (2022) Yan-Teng Tan et al. Management of Environmental Quality
- Tail dependence between bitcoin and green financial assets
- (2021) Muhammad Abubakr Naeem et al. ECONOMICS LETTERS
- Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
- (2021) Muhammad Abubakr Naeem et al. RESOURCES POLICY
- Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach
- (2021) Muhammad Abubakr Naeem et al. Finance Research Letters
- Green bonds and other assets: Evidence from extreme risk transmission
- (2021) Muhammad Abubakr Naeem et al. JOURNAL OF ENVIRONMENTAL MANAGEMENT
- Hedging Strategies of Green Assets against Dirty Energy Assets
- (2020) Tareq Saeed et al. Energies
- Oil as Hedge, Safe-Haven, and Diversifier for Conventional Currencies
- (2020) Changyu Liu et al. Energies
- The Green Bonds Premium Puzzle: The Role of Issuer Characteristics and Third-Party Verification
- (2019) Maria Jua Bachelet et al. Sustainability
- Do investors pay a premium for going green? Evidence from alternative energy mutual funds
- (2017) Juan C. Reboredo et al. RENEWABLE & SUSTAINABLE ENERGY REVIEWS
- Testing for jumps in conditionally Gaussian ARMA–GARCH models, a robust approach
- (2016) Sébastien Laurent et al. COMPUTATIONAL STATISTICS & DATA ANALYSIS
- The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
- (2016) Heejoon Han et al. JOURNAL OF ECONOMETRICS
- Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-t copula approach
- (2016) Chung-Shin Liu et al. QUANTITATIVE FINANCE
- The Clean Techs equity indexes at stake: Risk and return dynamics analysis
- (2013) Eduardo Ortas et al. ENERGY
- Robust estimation for ARMA models
- (2009) Nora Muler et al. ANNALS OF STATISTICS
- Correction to “Automatic Block-Length Selection for the Dependent Bootstrap” by D. Politis and H. White
- (2009) Andrew Patton et al. Econometric Reviews
- Robust estimates for GARCH models
- (2007) Nora Muler et al. JOURNAL OF STATISTICAL PLANNING AND INFERENCE
Publish scientific posters with Peeref
Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.
Learn MoreFind the ideal target journal for your manuscript
Explore over 38,000 international journals covering a vast array of academic fields.
Search