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Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs

Investment in Green energy is becoming a popular alternative asset class for investors, primarily due to its environment-friendly attributes. However, there is a dire need for subjective evaluation of this emerging asset class based on the risk-return dynamics to which investors are exposed. To resp...

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Detalles Bibliográficos
Autores principales: Rizvi, Syed Kumail Abbas, Naqvi, Bushra, Mirza, Nawazish
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8600107/
https://www.ncbi.nlm.nih.gov/pubmed/34812215
http://dx.doi.org/10.1007/s10479-021-04367-8