Marín-Rodríguez, Nini Johana; González-Ruiz, Juan David - In: Risks : open access journal 11 (2023) 1, pp. 1-21
Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to examine the co-movements among oil prices, green bonds, and CO2 emissions on daily data from January 2014 to October 2022. The WPS results show that oil returns exhibit significant volatility at low and medium...