Work

Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications

Year: 2021

Type: article

Source: Resources Policy

DOI: 10.1016/j.resourpol.2021.102418

Authors: Muhammad Abubakr Naeem, Elie Bouri, Mabel D. Costa, Nader Naifar, Syed Jawad Hussain Shahzad

Institutions: University College Dublin, Lebanese American University, Massey University, University of Sfax, Imam Mohammad ibn Saud Islamic University, South Ural State University, MBS School of Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDGs: Climate action, Affordable and clean energy

Open Access status: green

OpenAlex ID: W3204987771

FWCI: 16.22

Cites: 29

Cited by: 108

Related to: 10