Multifractal dynamic conditional correlation analysis of green bonds and regional clean energy equities
Abstract This study employs the MultiFractal Dynamic Conditional Correlation (MF-DCC) model, incorporating three regional clean indices (US, Europe, and Asia) alongside the SP500 green bonds, to address the following research question: How does the correlation between green bonds (GBs) and clean ene...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Springer
2026-02-01
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| Σειρά: | Discover Sustainability |
| Θέματα: | |
| Διαθέσιμο Online: | https://doi.org/10.1007/s43621-026-02750-8 |
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