Extreme downside risk connectedness between green energy and stock markets
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DOI: 10.1016/j.energy.2024.133477
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Keywords
Green energy; Tail risk spillovers; Dynamic connectedness; CAViaR; TVP-VAR; COVID-19;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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