Exploring hedging potentials of green bonds against oil price shocks : evidence from quantile-on-quantile connectedness measures
Xudong Lin, Yiqun Meng, Hao Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Lin, Xudong ; Meng, Yiqun ; Zhu, Hao |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 65.2024, Art.-No. 105640, p. 1-10
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| Subject: | Dynamic connectedness | Green bond market | Oil price shocks | Quantile-on-quantile | Ölpreis | Oil price | Anleihe | Bond | Hedging | Rentenmarkt | Bond market | Schock | Shock | VAR-Modell | VAR model | Nachhaltige Kapitalanlage | Sustainable investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105640 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014564130