Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model-Reference-Cited by-同舟云学术

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Clean energy indices and brown assets: an analysis of tail risk spillovers through the VAR for VaR model

Published:2022-08-02 Issue: Volume: Page:1-28
ISSN:2043-0795
Container-title:Journal of Sustainable Finance & Investment
language:en
Short-container-title:Journal of Sustainable Finance & Investment

Author:

Angelini Eliana¹^ORCID,Birindelli Giuliana²^ORCID,Chiappini Helen²^ORCID,Foglia Matteo³^ORCID

Affiliation:

1. Department of Economics, “G. d’Annunzio” University of Chieti-Pescara, Pescara, Italy

2. Department of Management and Business Administration, “G. d'Annunzio” University of Chieti-Pescara, Pescara, Italy

3. Department of Economics, Management and Business Law, “Aldo Moro” University of Bari, Bari, Italy

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous),Finance,Business and International Management

Link

https://www.tandfonline.com/doi/pdf/10.1080/20430795.2022.2105788

Reference59 articles.

1. Mobilizing private sector investment for climate action: enhancing ambition and scaling up implementation

2. On the dynamic dependence and investment performance of crude oil and clean energy stocks

3. Time-Varying Spillover and the Portfolio Diversification Implications of Clean Energy Equity with Commodities and Financial Assets

4. Blockchain technology in the energy sector: A systematic review of challenges and opportunities

5. Climate change events and stock market returns

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