Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
Buhari Doğan, Nader Trabelsi, Aviral Kumar Tiwari, Sudeshna Ghosh
| Year of publication: |
2023
|
|---|---|
| Authors: | Doğan, Buhari ; Trabelsi, Nader ; Tiwari, Aviral Kumar ; Ghosh, Sudeshna |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 89.2023, p. 36-62
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| Subject: | Cross quantilgram | Granger causality test | Quantile coherency | Rolling window analysis | Windowed scalogram difference | Kausalanalyse | Causality analysis | Welt | World | Risiko | Risk | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.02.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014428166