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~person:"Batabyal, Sourav"
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GARCH model
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carbon futures
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quantile regression
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Batabyal, Sourav
Fitzenberger, Bernd
48
Lamarche, Carlos
34
Chernozhukov, Victor
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Asongu, Simplice
26
Härdle, Wolfgang Karl
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Asongu, Simplice A.
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Zhu, Huiming
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Melly, Blaise
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Bargain, Olivier
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Galvão Júnior, Antônio Fialho
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Alejo, Javier
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Azam, Mehtabul
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Fernández-Val, Iván
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Lee, Chien-chiang
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Arulampalam, Wiji
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Duschl, Matthias
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Luxen, Dennis
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Scicchitano, Sergio
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Carbon futures and clean energy stocks: Do they hedge or safe haven against the climate policy uncertainty?
Batabyal, Sourav
- In:
Journal of Risk and Financial Management
15
(
2022
)
9
,
pp. 1-11
Using the GARCH model and
quantile
regression
with dummy variables, we investigate the hedging and safe haven …
Persistent link: https://www.econbiz.de/10014332597
Saved in:
2
Carbon futures and clean energy stocks : do they hedge or safe haven against the climate policy uncertainty?
Mohammad Enamul Hoque
;
Batabyal, Sourav
- In:
Journal of risk and financial management : JRFM
15
(
2022
)
9
,
pp. 1-11
Using the GARCH model and
quantile
regression
with dummy variables, we investigate the hedging and safe haven …
Persistent link: https://www.econbiz.de/10013399720
Saved in:
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