The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches

Author:

Jiang Yonghong,Wang Jieru,Ao Zhiming,Wang Yujou

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference58 articles.

1. COVID-19 and time-frequency connectedness between green and conventional financial markets;Arif;Global Finance J.,2021

2. On the dynamic dependence and investment performance of crude oil and clean energy stocks;Ahmad;Res. Int. Bus. Finance,2017

3. Optimal hedge ratios for clean energy equities;Ahmad;Econ. Modell.,2018

4. Bivariate GARCH estimation of the optimal commodity futures hedge;Baillie;J. Appl. Econom.,1991

5. Financing the Response to Climate Change: the Pricing and Ownership of US Green Bonds (No. W25194);Baker,2018

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