Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
Muhammad Naeem Shahid, Wajahat Azmi, Mohsin Ali, Muhammad Umar Islam, Syed Aun R. Rizvi
| Year of publication: |
2023
|
|---|---|
| Authors: | Shahid, Muhammad Naeem ; Azmi, Wajahat ; Ali, Mohsin ; Muhammad Umar Islam ; Rizvi, Syed Aun Raza |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-44
|
| Subject: | Clean energy indices | Commodities | Covid-19 | Hedging effectiveness | Socially responsible indices | Time-varying predictability | Volatilität | Volatility | Nachhaltige Kapitalanlage | Sustainable investment | Hedging | Welt | World | Coronavirus | Corporate Social Responsibility | Corporate social responsibility | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014285871