The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets : evidence from the wavelet-based quantile approaches
Year of publication: |
2023
|
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Authors: | Wei, Ping ; Qi, Yinshu ; Ren, Xiaohang ; Gozgor, Giray |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 121.2023, p. 1-13
|
Subject: | Green bond market | Oil market shocks | Quantile coherency | Quantile Granger causality | The COVID-19 pandemic | Coronavirus | Kausalanalyse | Causality analysis | Schock | Shock | Rentenmarkt | Bond market | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World | Schätzung | Estimation |
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