Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors : wavelet-based evidence from China
Year of publication: |
2024
|
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Authors: | Ramzan, Muhammad ; Hossain, Mohammad Razib ; Abbasi, Kashif Raza ; Adebayo, Tomiwa Sunday ; Alvarado, Rafael |
Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 57.2024, 3, Art.-No. 103, p. 1-36
|
Subject: | Crude oil prices | Financial risk | Green innovation | Information globalization | Political risk | Shanghai stock exchange | China | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Welt | World | Aktienmarkt | Stock market | Volatilität | Volatility | Shanghai | Schätzung | Estimation | Risikoprämie | Risk premium |
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