An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices
Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Oluwasegun B. Adekoya, Eric Fosu Oteng-Abayie
| Year of publication: |
2023
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|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Tiwari, Aviral Kumar ; Adekoya, Oluwasegun B. ; Oteng-Abayie, Eric Fosu |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 186PA.2023, p. 1-17
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| Subject: | Green bonds | Hedging | Multivariate GARCH models | Natural gas | Shale gas | Time-varying causality | ARCH-Modell | ARCH model | Erdgas | USA | United States | Anleihe | Bond | Korrelation | Correlation | Kausalanalyse | Causality analysis | Gaswirtschaft | Gas industry | Volatilität | Volatility | Gaspreis | Gas price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2022.122134 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014250438