Oil price shocks, economic policy uncertainty, and green finance: a case of China

This study investigates the long- and short-run effects of crude oil price (COP) and economic policy uncertainty (EPU) on China’s green bond index (GBI) using the quantile autoregressive distributed lag model. The empirical results show that COP and EPU produce a significant positive and negative i...

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Bibliographic Details
Main Authors: Kai-Hua Wang, Chi-Wei Su, Muhammad Umar, Oana-Ramona Lobonţ
Format: Article
Language:English
Published: Vilnius Gediminas Technical University 2022-12-01
Series:Technological and Economic Development of Economy
Subjects:
Online Access:https://jau.vgtu.lt/index.php/TEDE/article/view/17999