Equity markets and ESG dynamics : assessing spillovers and portfolio strategies through time-varying parameters
Yi Wang, Shoaib Ali, Muhammad Ayaz
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Yi ; Ali, Shoaib ; Ayaz, Muhammad |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107548, p. 1-11
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| Subject: | Connectedness | Diversification | ESG | Green stocks | Hedging | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Diversifikation | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2024.107548 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047135