How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?
Year of publication: |
2024
|
---|---|
Authors: | Banerjee, Ameet Kumar ; Özer, Zeynep Sueda ; Rahman, Molla Ramizur ; Sensoy, Ahmet |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 1, p. 442-468
|
Subject: | Climate risk | ETFs | Policy uncertainty | TVP-VAR | Klimawandel | Climate change | Risiko | Risk | Klimaschutz | Climate protection | Indexderivat | Index derivative | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment | Welt | World | Klimapolitik | Climate policy | Schätzung | Estimation |
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