Modelling the mean and volatility spillover between green bond market and renewable energy stock market
Samuel Asante Gyamerah, Bright Emmanuel Owusu, and Ellis Kofi Akwaa-Sekyi
| Year of publication: |
2022
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|---|---|
| Authors: | Gyamerah, Samuel Asante ; Owusu, Bright Emmanuel ; Akwaa-Sekyi, Ellis Kofi |
| Published in: |
Green finance : GF. - Springfield, MO : AIMS Press, ISSN 2643-1092, ZDB-ID 3000490-1. - Vol. 4.2022, 3, p. 310-328
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| Subject: | green bonds | clean energy stock | volatility spillover | climate change | VAR-BEKK-GARCH | climate finance | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Erneuerbare Energie | Renewable energy | Klimawandel | Climate change | Rentenmarkt | Bond market | Aktienmarkt | Stock market | Anleihe | Bond | Förderung erneuerbarer Energien | Renewable energy policy | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/GF.2022015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013365332