Equity markets and ESG dynamics : assessing spillovers and portfolio strategies through time-varying parameters
Year of publication: |
2024
|
---|---|
Authors: | Wang, Yi ; Ali, Shoaib |
Published in: |
Energy economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1873-6181, ZDB-ID 2000893-4. - Vol. 134.2024, Art.-No. 107548, p. 1-11
|
Subject: | Connectedness | Diversification | ESG | Green stocks | Hedging | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Diversifikation | Kapitalmarktrendite | Capital market returns | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Theorie | Theory |
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