Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets
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DOI: 10.1108/ijmf-09-2021-0428
Abstract: PurposeThis paper investigates the static and dynamic directional return spillovers and dependence among green investments, carbon markets, financial markets and commodity markets from January 2013 to September 2020.Design/methodology/approachThis study employed both the quantile vector autoregression… read more here.
Keywords: carbon markets; financial markets; markets financial; static dynamic ... See more keywords