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Green bonds and US shale gas prices: Evidence from a novel time-varying causality

This paper provides a new perspective on the green bond market (measured by GBI) and the US shale gas price (measured by SGPI). The leading method for testing the mutual influence between GBI and SGPI, the bootstrap subsample rolling causality test, is a novel application of research in the green bo...

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Detalles Bibliográficos
Autores principales: Wu, Jiawen, Li, Jing-Ping, Su, Chi-Wei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10559730/
https://www.ncbi.nlm.nih.gov/pubmed/37809374
http://dx.doi.org/10.1016/j.heliyon.2023.e20027