Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach
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DOI: 10.1016/j.frl.2021.101983
Abstract: Abstract The paper documents the asymmetric relationship between green bonds and commodities via the cross-quantilogram approach. Given the heterogeneity nature of individual commodities, we employ three commodity key groups, including energy, metals, and agriculture. As… read more here.
Keywords: bonds commodities; asymmetric relationship; approach; relationship green ... See more keywords