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...
