Caporale, Guglielmo Maria; Spagnolo, Nicola; Almajali, Awon - 2022
This paper investigates static and dynamic connectedness between the first and second moments of fossil and renewable … indicate that both the unsuccessful COP17 held in Durban in 2011 and the anticipation of decisive action at the COP26 in … Glasgow affected the degree of connectedness. The finding that spillovers are stronger during periods characterised by more …