Albanese, Marina; Caporale, Guglielmo Maria; Colella, Ida; … - 2025
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green … GARCH-BEKK models including dummy variables controlling for these shocks are estimated using weekly series with start dates … December 2023. Significant dynamic linkages between green and brown indices are found when climate policy and oil shocks are …