M.A. Naeem
Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications
Naeem, M.A.; Bouri, E.; Costa, M.D.; Naifar, N.; Shahzad, S.J.H.
Authors
E. Bouri
Dr Mabel Costa mabel.d.costa@durham.ac.uk
Assistant Professor in Accounting
N. Naifar
S.J.H. Shahzad
Citation
Naeem, M., Bouri, E., Costa, M., Naifar, N., & Shahzad, S. (2021). Energy markets and green bonds: A tail dependence analysis with time-varying optimal copulas and portfolio implications. Resources Policy, 74, https://doi.org/10.1016/j.resourpol.2021.102418
| Journal Article Type | Article |
|---|---|
| Publication Date | 2021 |
| Deposit Date | Sep 9, 2022 |
| Journal | Resources Policy |
| Print ISSN | 0301-4207 |
| Electronic ISSN | 1873-7641 |
| Publisher | Elsevier |
| Peer Reviewed | Peer Reviewed |
| Volume | 74 |
| DOI | https://doi.org/10.1016/j.resourpol.2021.102418 |
| Public URL | https://durham-repository.worktribe.com/output/1192191 |
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