Asymmetric and time-frequency co-movements among innovation-themed investments and carbon emission efficiency: Thematic investing and hedging opportunities.
This study is aimed at investigating the asymmetric and time-frequency co-movements and the hedge or safe-haven properties of carbon efficient indices, the MSCI ACWI Sustainable Impact, and MSCI World EGS indices, in relation to technology and innovation-themed investments. In doing so, the ADCC-GJR...
| Huvudupphovsmän: | , , |
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| Materialtyp: | Artikel |
| Språk: | English |
| Publicerad: |
Public Library of Science (PLoS)
2024-01-01
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| Serie: | PLoS ONE |
| Länkar: | https://journals.plos.org/plosone/article/file?id=10.1371/journal.pone.0293929&type=printable |