Extreme risk transmission mechanism between oil, green bonds and new energy vehicles
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DOI: 10.1016/j.igd.2023.100064
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- Mensi, Walid & Selmi, Refk & Al-Kharusi, Sami & Belghouthi, Houssem Eddine & Kang, Sang Hoon, 2024. "Connectedness between green bonds, conventional bonds, oil, heating oil, natural gas, and petrol: new evidence during bear and bull market scenarios," Resources Policy, Elsevier, vol. 91(C).
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Keywords
Green bonds; New energy vehicles; TVP-VAR model; Quantile regression;All these keywords.
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