Do oil shocks affect the green bond market?
This study examines the predictive power of oil shocks for the green bond markets. In line with this aim, we investigated the extent to which oil shocks could be used to accurately make in- and out-of-sample forecasts for green bond returns. Three striking findings emanated from our results: First,...
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| Other Authors: | , , , |
| Format: | article |
| Published: |
2022
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1016/j.eneco.2022.106429 https://www.sciencedirect.com/science/article/pii/S0140988322005588 http://hdl.handle.net/10576/47353 |
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