ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets
Zhifeng Dai, Juan Hu, Xinheng Liu, Mi Yang
| Alternative title: | Dynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets |
|---|---|
| Year of publication: |
2024
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| Authors: | Dai, Zhifeng ; Hu, Juan ; Liu, Xinheng ; Yang, Mi |
| Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107627, p. 1-12
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| Subject: | Climate change attention | Hedging effectiveness | Investment strategies | Time-domain and frequency-domain | TVP-VAR connectedness | Klimawandel | Climate change | Portfolio-Management | Portfolio selection | Hedging | Spillover-Effekt | Spillover effect | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Der Haupttitel sollte lauten: Dynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets |
| Other identifiers: | 10.1016/j.eneco.2024.107627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015047084