Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
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DOI: 10.1016/j.eneco.2022.106498
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More about this item
Keywords
Quantile predictability; Fintech; Renewable and nonrenewable energy; Green bonds; Causality-in-quantiles; Cross-quantilogoram correlation;All these keywords.
JEL classification:
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- O13 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Agriculture; Natural Resources; Environment; Other Primary Products
- Q42 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Alternative Energy Sources
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