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Capital change and stability when dividends convey signals
Batabyal, Sourav; Robinson, Richard - In: The quarterly review of economics and finance : journal … 65 (2017), pp. 158-167
Persistent link: https://www.econbiz.de/10011792478
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On the sources of the Great Moderation : role of monetary policy and intermediate inputs
Batabyal, Sourav; Islam, Faridul; Khaznaji, Maher - In: Economic modelling 74 (2018), pp. 1-9
Persistent link: https://www.econbiz.de/10012101308
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Carbon futures and clean energy stocks : do they hedge or safe haven against the climate policy uncertainty?
Mohammad Enamul Hoque; Batabyal, Sourav - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-11
Using the GARCH model and quantile regression with dummy variables, we investigate the hedging and safe haven properties of carbon futures and clean energy stocks against the U.S. climate policy uncertainty (CPU). We discover that carbon futures and clean energy stocks have a weak hedge and a...
Persistent link: https://www.econbiz.de/10013399720