The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications
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DOI: 10.1016/j.eneco.2024.107456
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Cited by:
- Yan-Hong Yang & Ying-Hui Shao & Wei-Xing Zhou, 2024. "Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict," Papers 2409.19307, arXiv.org.
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More about this item
Keywords
ReFi; DeFi; Carbon; Clean energy; Fossil energy; Quantile connectedness;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
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