Dynamic spillovers and asymmetric connectedness between fossil energy and green financial markets: Evidence from China
With the purpose of risk management for fossil energy investors, this paper examines the dynamic spillover effect and asymmetric connectedness between fossil energy, green financial and major traditional financial markets in China. By employing the spillover index model of Diebold and Yilmaz, a weak...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2022-11-01
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| Series: | Frontiers in Energy Research |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fenrg.2022.986341/full |