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The role of the COVID-19 pandemic in time-frequency connectedness between oil market shocks and green bond markets: Evidence from the wavelet-based quantile approaches

This study contributes to the existing literature on the relationship between oil market shocks and the green bond market by investigating the impact of the COVID-19 pandemic on their dynamic correlation. We first decompose the oil market shocks into components using a time-frequency framework. Then...

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Detalles Bibliográficos
Autores principales: Wei, Ping, Qi, Yinshu, Ren, Xiaohang, Gozgor, Giray
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10080144/
https://www.ncbi.nlm.nih.gov/pubmed/37081863
http://dx.doi.org/10.1016/j.eneco.2023.106657