Frequency connectedness and cross-quantile dependence between green bond and green equity markets
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference33 articles.
1. On the dynamic dependence and investment performance of crude oil and clean energy stocks;Ahmad;Res. Int. Business Finan.,2017
2. Optimal hedge ratios for clean energy equities;Ahmad;Econ. Model.,2018
3. Financial contagion during covid–19 crisis;Akhtaruzzaman;Finan. Res. Lett.,2020
4. The green bonds premium puzzle: the role of issuer characteristics and third-party verification;Bachelet;Sustainability,2019
5. A new approach to measuring financial contagion;Bae;Rev. Finan. Studies,2003
Cited by 157 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies;The North American Journal of Economics and Finance;2025-01
2. Short-term impacts vs. long-term contributions: The role of clean energy and ESG investments in China;Renewable Energy;2024-10
3. The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?;Energy;2024-10
4. Multiscale quantile dependence between China's green bond and green equity: Fresh evidence from higher-order moment perspective;International Review of Financial Analysis;2024-10
5. Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty;Resources Policy;2024-10
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3