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Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis

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Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors

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Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative

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Economic policy uncertainty and stock market sector time-varying spillover effect : evidence from China

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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