A Wavelet Analysis of the Dynamic Connectedness among Oil Prices, Green Bonds, and CO<sub>2</sub> Emissions

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...

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Bibliographic Details
Main Authors: Nini Johana Marín-Rodríguez, Juan David González-Ruiz, Sergio Botero
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Risks
Subjects:
co-movements
dependence
wavelet analysis
oil prices
green bonds
CO<sub>2</sub> emissions
Online Access:https://www.mdpi.com/2227-9091/11/1/15

Internet

https://www.mdpi.com/2227-9091/11/1/15

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