Is green investment different from grey? : return and volatility spillovers between green and grey energy ETFs
Syed Kumail Abbas Rizvi, Bushra Naqvi, Nawazish Mirza
| Year of publication: |
2022
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|---|---|
| Authors: | Rizvi, Kumail Abbas ; Naqvi, Bushra ; Mirza, Nawazish |
| Published in: |
Financial modeling and risk management of energy and environmental instruments and derivates. - Dordrecht, The Netherlands : Springer. - 2022, p. 495-524
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| Subject: | Green energy | Grey energy | Energy derivatives | Exchange-traded funds (ETFs) | Return spillover | Volatility spillover | VAR | BEKK | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Indexderivat | Index derivative | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | Erneuerbare Energie | Renewable energy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/s10479-021-04367-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350128