The beneficial role of green bonds as a new strategic asset class : dynamic dependencies, allocation and diversification before and during the pandemic era
Monica Martiradonna, Silvia Romagnoli, Amia Santini
| Year of publication: |
2023
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|---|---|
| Authors: | Martiradonna, Monica ; Romagnoli, Silvia ; Santini, Amia |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 120.2023, p. 1-17
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| Subject: | Green bonds | COVID-19 pandemic | Diversification | Dynamic conditional correlation | Dynamic copula | Portfolio allocation | Coronavirus | Portfolio-Management | Portfolio selection | Anleihe | Bond | Epidemie | Epidemic | Diversifikation | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2023.106587 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014284561