Climate policies, energy shocks and spillovers between green and brown stock price indices
This paper examines the effects of climate policies and energy shocks on mean and volatility spillovers between green and brown stock price indices in five countries (Canada, India, Japan, the UK and the US). More specifically, bivariate GARCH-BEKK models including dummy variables controlling for th...
Gorde:
| Egile Nagusiak: | , , , |
|---|---|
| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Elsevier
2026-03-01
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| Saila: | International Review of Economics & Finance |
| Gaiak: | |
| Sarrera elektronikoa: | http://www.sciencedirect.com/science/article/pii/S1059056025010469 |
| Etiketak: |
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