Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic : implications for hedging and investments strategies
Year of publication: |
2022
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Authors: | Tiwari, Aviral Kumar ; Abakah, Emmanuel Joel Aikins ; Gabauer, David ; Dwumfour, Richard Adjei |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 51.2022, p. 1-26
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Subject: | COVID-19 | Green bonds | Carbon price | Dynamic connectedness | Hedging effectiveness | Portfolio management | Renewable energy stocks | TVP-VAR | Hedging | Erneuerbare Energie | Renewable energy | Coronavirus | Portfolio-Management | Portfolio selection | Anleihe | Bond | Emissionshandel | Emissions trading | Treibhausgas-Emissionen | Greenhouse gas emissions | Förderung erneuerbarer Energien | Renewable energy policy | Börsenkurs | Share price | Nachhaltige Kapitalanlage | Sustainable investment | Welt | World | Aktienmarkt | Stock market |
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