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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : Comment

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ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets

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Extreme Time-Varying Spillovers between High Carbon Emission Stocks, Green Bond and Crude Oil : Evidence from a Quantile-Based Analysis

Dai, Zhifeng; Zhang, Xiaotong; Yin, Zhujia - 2022

This paper combines quantile regression withtime-varying vector autoregressive model to study extreme spillover effects among high carbon emission stocks, green bond and WTI crude oil from April 21, 2010 to March 25, 2022.The results display a static total spillover index of approximately 49% at...

Persistent link: https://www.econbiz.de/10014079806