Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
出版年份 2021 全文链接
标题
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
作者
关键词
COVID-19, TVP-VAR, Dynamic connectedness, Portfolio management, Hedging effectiveness, Green bonds, Renewable energy stocks, Carbon price
出版物
Global Finance Journal
Volume 51, Issue -, Pages 100692
出版商
Elsevier BV
发表日期
2021-11-23
DOI
10.1016/j.gfj.2021.100692
参考文献
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