Connectedness among green, brown, technology, and carbon markets: Insights from time-varying models
This study investigates the dynamic connectedness and optimal portfolio allocation among Green Bonds, Green Stocks, Brown Stocks, Technology Stocks, and Carbon Assets over the period 01 January 2014 to 31 August 2025. Employing the TVP-VAR model, alongside the DCC-GARCH framework, the analysis captu...
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| Principais autores: | , |
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| 格式: | Artigo |
| 語言: | Inglês |
| 出版: |
Elsevier
2025-12-01
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| 叢編: | International Review of Economics & Finance |
| 主題: | |
| 在線閱讀: | http://www.sciencedirect.com/science/article/pii/S1059056025009256 |
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