Climate Policies, Energy Shocks and Spillovers Between Green and Brown Stock Price Indices
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More about this item
Keywords
brown stocks; green stocks; VAR; GARCH-BEKK; climate policy shocks; energy shocks; spillovers;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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