Do Green Bonds Affect Extreme Spillover and Hedging Effects Across Stocks and Commodities?

IF 1.9 Q3 BUSINESS

International Journal of the Economics of Business Pub Date : 2024-04-17 DOI:10.1080/13571516.2024.2336648

Taicir Mezghani, Fatma Ben Hamadou, Mouna Boujelbène, Souha Boutouria

引用次数: 0

Abstract

This study investigates the extreme connectedness network among Green bonds, stocks and commodities and its implications for portfolio diversification during the turbulent periods. To this end, we ...

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绿色债券是否会影响股票和商品的极端溢出效应和对冲效应？

本研究探讨了绿色债券、股票和商品之间的极端关联网络及其对动荡时期投资组合多样化的影响。为此，我们 ...

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来源期刊

International Journal of the Economics of Business BUSINESS-

CiteScore

2.60

自引率

8.30%

发文量

期刊介绍： International Journal of the Economics of Business presents original, peer reviewed research in economics that is clearly applicable to business or related public policy problems or issues. The term "business" is used in its widest sense to encompass both public and private sector—governmental, private non-profit and cooperative organizations, as well as profit-seeking enterprises. International Journal of the Economics of Business carries papers relating to three main spheres: The organization—to analyse and aid decision making and the internal organization of the business; The industry—to analyse how businesses interact and evolve within and across industries.