Unveiling the relationship between oil and green bonds : spillover dynamics and implications
Yun Hsuan Su, Syed Kumail Abbas Rizvi, Muhammad Umar, Hsuling Chang
| Year of publication: |
2023
|
|---|---|
| Authors: | Su, Yun Hsuan ; Rizvi, Kumail Abbas ; Umar, Muhammad ; Chang, Hsuling |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 127.2023, 1, p. 1-8
|
| Subject: | Spillovers | BEKK | Bivariate GARCH | Green bonds | Oil prices | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | ARCH-Modell | ARCH model | Anleihe | Bond | Volatilität | Volatility | Börsenkurs | Share price | 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.2023.107043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014487988