Green bonds and implied volatilities : dynamic causality, spillovers, and implications for portfolio management
Linh Pham, Hung Xuan Do
| Year of publication: |
2022
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|---|---|
| Authors: | Pham, Linh ; Do, Hung Xuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 112.2022, p. 1-22
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| Subject: | Commodity market volatility | Green bond | Portfolio performance | Stock market volatility | TVP-VAR connectedness | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Anleihe | Bond | Aktienmarkt | Stock market | Börsenkurs | Share price | Spillover-Effekt | Spillover effect | Rohstoffmarkt | Commodity market | 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.eneco.2022.106106 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350802