Volatility transmission and hedging strategies across green and conventional stocks in global markets
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DOI: 10.1016/j.irfa.2024.103727
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More about this item
Keywords
Green financials; Connectedness; Green assets; Portfolio diversification; Hedging effectiveness; TVP-VAR;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
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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