Dynamic linkages among oil price, green bond, carbon market and low-carbon footprint company stock price: Evidence from the TVP-VAR model

Dynamic linkages among oil price, green bond, carbon market and low-carbon footprint company stock price: Evidence from the TVP-VAR model

Achieving peak carbon dioxide emissions and carbon neutrality is essential for China to achieve high-quality economic development. This paper uses the Time-Varying Parameter Vector AutoRegression (TVP-VAR) model to explore the dynamic relationship between oil price, green bond index, carbon emission...

Full description

Bibliographic Details
Main Authors: Houjian Li, Deheng Zhou, Jiayu Hu, Lili Guo
Format: Article
Language:English
Published: Elsevier 2022-11-01
Series:Energy Reports
Subjects:
TVP-VAR
Carbon price
Green bond
Oil price
Online Access:http://www.sciencedirect.com/science/article/pii/S2352484722016742

Internet

http://www.sciencedirect.com/science/article/pii/S2352484722016742

Similar Items