Dynamics and Determinants of Market Integration of Green, Clean, Dirty Energy Investments and Conventional Stock Indices

Dynamics and Determinants of Market Integration of Green, Clean, Dirty Energy Investments and Conventional Stock Indices

We examine market integration across and clean and green investments, crude oil, and conventional stock indices covering technology stocks, and United States and European stocks. Using daily data covering the period December 1, 2008—October 8, 2020, we first apply the dynamic equicorrelation (DECO)...

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Bibliographic Details
Main Authors: Xin Liu, Elie Bouri, Naji Jalkh
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-12-01
Series:Frontiers in Environmental Science
Subjects:
green bonds
clean energy stocks
crude oil
equity indices
DECO equicorrelation
drivers of integration
Online Access:https://www.frontiersin.org/articles/10.3389/fenvs.2021.786528/full

Internet

https://www.frontiersin.org/articles/10.3389/fenvs.2021.786528/full

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