Is it just green? : Asymmetry behavior of returns in green investments
Mobeen Ur Rehman, Neeraj Nautiyal, Xuan Vinh Vo
| Year of publication: |
2025
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| Authors: | Ur Rehman, Mobeen ; Nautiyal, Neeraj ; Vo Xuan Vinh |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 100.2025, Art.-No. 104088, p. 1-21
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| Subject: | Green bonds | Energy stocks | Wavelet quantile correlation | Sharpe ratio | VaR | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Nachhaltige Kapitalanlage | Sustainable investment | Anleihe | Bond | Korrelation | Correlation | Erneuerbare Energie | Renewable energy | Risikomaß | Risk measure | Nachhaltige Entwicklung | Sustainable development |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2025.104088 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015455638