A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO<sub>2</sub> Emissions
Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to examine the co-movements among oil prices, green bonds, and CO<sub>2</sub> emissions on daily data from January 2014 to October 2022. The WPS results show that oil returns exhibit significant volatility at low...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-01-01
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Series: | Risks |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-9091/11/1/15 |