Unveiling the diversification capabilities of carbon markets in NFT portfolios
Year of publication: |
2023
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Authors: | Díaz, Antonio ; Esparcia, Carlos ; Huélamo, Diego |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 4, p. 1-8
|
Subject: | Carbon markets | Co-kurtosis | Co-skewness | Modified vaR | NFT | Treibhausgas-Emissionen | Greenhouse gas emissions | Emissionshandel | Emissions trading | Portfolio-Management | Portfolio selection | VAR-Modell | VAR model | Diversifikation | Diversification | Klimaschutz | Climate protection |
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