Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis
Year of publication: |
2023
|
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Authors: | Dai, Zhifeng ; Zhang, Xiaotong ; Yin, Zhujia |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 118.2023, p. 1-16
|
Subject: | Crude oil | Extreme spillover | Green bond | High carbon emission stocks | Quantile regression | Treibhausgas-Emissionen | Greenhouse gas emissions | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Anleihe | Bond | Erdöl | Petroleum | Welt | World | Börsenkurs | Share price | Volatilität | Volatility | Klimawandel | Climate change | Ölpreis | Oil price | ARCH-Modell | ARCH model |
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