Testing for Persistence in German Green and Brown Stock Market Indices
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More about this item
Keywords
green stocks; brown stocks; fractional integration persistence; Covid-19 pandemic; Germany;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2024-08-26 (Energy Economics)
- NEP-FMK-2024-08-26 (Financial Markets)
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