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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...
Autores principales: | Wu, Jiawen, Li, Jing-Ping, Su, Chi-Wei |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier
2023
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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 |
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