SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The hedging effect of green bonds on carbon market risk · Study

ArticleShelves

ArticleThe hedging effect of green bonds on carbon market risk

Jiayu Jin2020

Article2020

The hedging effect of green bonds on carbon market risk

Jiayu Jin · Liyan Han · Lei Wu · Hongchao Zeng

236 citations·0/0 files stored·International Review of Financial Analysis

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Market Dynamics and Volatility Sustainable Finance and Green Bonds

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 236 citations exist upstream.

References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms 1993A long memory property of stock market returns and a new model 1994Threshold heteroskedastic models 2000What is an Oil Shock?1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures 2000Dynamic Conditional Correlation - a Simple Class of Multivariate GARCH Models

Cited by

2022The interrelationship between the carbon market and the green bonds market: Evidence from wavelet quantile-on-quantile method 2021Green investments: A luxury good or a financial necessity?2022Can bonds hedge stock market risks? Green bonds vs conventional bonds 2021The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty 2023Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2023The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre- and post-COVID-19 periodsarticle · 7 shared references 2023Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine wararticle · 7 shared references 2012Currency hedging strategies using dynamic multivariate GARCHarticle · 7 shared references 2013Estimation and performance evaluation of optimal hedge ratios in the carbon market of the European Union Emissions Trading Schemearticle · 7 shared references 2011Crude oil hedging strategies using dynamic multivariate GARCHarticle · 6 shared references 2012Forecasting energy market volatility using GARCH models: Can multivariate models beat univariate models?article · 6 shared references

Details

Year2020

Typearticle

Published2020-05-19

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations236

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.irfa.2020.101509

openalex_workW3027719937

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2022Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach

2021Religion vs ethics: hedge and safe haven properties of Sukuk and green bonds for stock markets pre- and during COVID-19

2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective