Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies

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Title

Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies

Content partner

Lincoln University

Collection

Lincoln University Research Archive

Description

This study has been inspired by the emergence of socially responsible investment practices in mainstream investment activity as it examines the transmission of return patterns between green bonds, carbon prices, and renewable energy stocks, using daily data spanning from 4th January 2015 to 22nd September 2020. In this study, our dataset comprises the price indices of S&P Green Bond, Solactive Global Solar, Solactive Global Wind, S&P Global Clean Energy and Carbon. We employ the TVP-VAR appro...

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Format

Research Paper

Research format

Journal article

Date created

2022-02

Creator

Tiwari, AK / Abakah, EJA / Gabauer, David / Dwumfour, RA

URL

https://hdl.handle.net/10182/18252

Related subjects

carbon price / dynamic connectedness / green bonds / hedging effectiveness / portfolio management / renewable energy stocks / Accounting, auditing and accountability / Banking, finance and investment

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