Tiwari, Aviral Kumar; Aikins Abakah, Emmanuel Joel; … - 2021
indices of S&P Green Bond, Solactive Global Solar, Solactive Global Wind, S&P Global Clean Energy and Carbon. We employ the … TVP-VAR approach to investigate the return spillovers and connectedness, and various portfolio techniques including … minimum variance portfolio, minimum correlation portfolio and the recently developed minimum connectedness portfolio to test …