Time-frequency tail risk spillover between ESG climate and high-carbon assets : the role of economic policy uncertainty and financial Stress
Zishan Huang, Huiming Zhu, Xi Deng, Tian Zeng
| Year of publication: |
2024
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| Authors: | Huang, Zishan ; Zhu, Huiming ; Deng, Xi ; Zeng, Tian |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 67.2024, 1, Art.-No. 105866, p. 1-12
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| Subject: | Economic policy uncertainty | Contemporaneous and lagged risk spillover | ESG climate assets | Financial stress | High-carbon assets | Time-frequency | Risiko | Risk | Wirtschaftspolitik | Economic policy | Finanzkrise | Financial crisis | Spillover-Effekt | Spillover effect | Welt | World | Nachhaltige Kapitalanlage | Sustainable investment | Klimawandel | Climate change | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105866 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015062101