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...

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Hlavní autoři:	Nader Trabelsi, Aviral Tiwari, Monia Chikhaoui, Amel Ketata
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	Springer 2026-02-01
Edice:	Discover Sustainability
Témata:	Green bonds Clean stock indices Multifractal Cross-correlation Multiscale
On-line přístup:	https://doi.org/10.1007/s43621-026-02750-8
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