Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
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DOI: 10.1016/j.resourpol.2021.102418
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More about this item
Keywords
Green bonds; Energy commodities; Asymmetric tail dependence; Time-varying optimal copula; Extreme spillovers; Hedging; Conditional diversification benefits;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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