Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs (Q2150882)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs |
scientific article |
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Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs (English)
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30 June 2022
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green energy
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grey energy
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energy derivatives
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exchange-traded funds (ETFs)
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return spillover
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volatility spillover
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VAR
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BEKK
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