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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Main Author: Mobeen Ur, Rehman (author)
Other Authors: Raheem, Ibrahim D. (author), Zeitun, Rami (author), Vo, Xuan Vinh (author), Ahmad, Nasir (author)
Format: article
Published: 2022
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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author Mobeen Ur, Rehman
author2 Raheem, Ibrahim D.
Zeitun, Rami
Vo, Xuan Vinh
Ahmad, Nasir
author2_role author
author
author
author
author_facet Mobeen Ur, Rehman
Raheem, Ibrahim D.
Zeitun, Rami
Vo, Xuan Vinh
Ahmad, Nasir
author_role author
dc.creator.none.fl_str_mv Mobeen Ur, Rehman
Raheem, Ibrahim D.
Zeitun, Rami
Vo, Xuan Vinh
Ahmad, Nasir
dc.date.none.fl_str_mv 2022-11-28
2023-09-10T10:05:32Z
dc.format.none.fl_str_mv application/pdf
dc.identifier.none.fl_str_mv http://dx.doi.org/10.1016/j.eneco.2022.106429
Rehman, M. U., Katsiampa, P., Zeitun, R., & Vo, X. V. (2023). Conditional dependence structure and risk spillovers between bitcoin and fiat currencies. Emerging Markets Review, 55, 100966.
0140-9883
https://www.sciencedirect.com/science/article/pii/S0140988322005588
http://hdl.handle.net/10576/47353
117
1873-6181
dc.language.none.fl_str_mv en
dc.publisher.none.fl_str_mv Elsevier
dc.rights.none.fl_str_mv http://creativecommons.org/licenses/by/4.0/
info:eu-repo/semantics/openAccess
dc.subject.none.fl_str_mv Oil shocks
Green bonds
Predictive model
dc.title.none.fl_str_mv Do oil shocks affect the green bond market?
dc.type.none.fl_str_mv Article
info:eu-repo/semantics/publishedVersion
info:eu-repo/semantics/article
description 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, the three types of oil shock are reliable predictors for green bond indices. Second, the performances of the predictive models were consistent across the different forecasting horizons (i.e. H = 1 to H = 24). Third, our findings were sensitive to classifying the dataset into pre-COVID and COVID eras. For instance, the results confirmed that the predictive power of oil shocks declined during the crisis period. We also discuss some policy implications of this study's findings.
eu_rights_str_mv openAccess
format article
id qu_343eb6ecbd2fcb35fa69acdcfbfe223e
identifier_str_mv Rehman, M. U., Katsiampa, P., Zeitun, R., & Vo, X. V. (2023). Conditional dependence structure and risk spillovers between bitcoin and fiat currencies. Emerging Markets Review, 55, 100966.
0140-9883
117
1873-6181
language_invalid_str_mv en
network_acronym_str qu
network_name_str Qatar University repository
oai_identifier_str oai:qspace.qu.edu.qa:10576/47353
publishDate 2022
publisher.none.fl_str_mv Elsevier
repository.mail.fl_str_mv
repository.name.fl_str_mv
repository_id_str
rights_invalid_str_mv http://creativecommons.org/licenses/by/4.0/
spelling Do oil shocks affect the green bond market?Mobeen Ur, RehmanRaheem, Ibrahim D.Zeitun, RamiVo, Xuan VinhAhmad, NasirOil shocksGreen bondsPredictive modelThis 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, the three types of oil shock are reliable predictors for green bond indices. Second, the performances of the predictive models were consistent across the different forecasting horizons (i.e. H = 1 to H = 24). Third, our findings were sensitive to classifying the dataset into pre-COVID and COVID eras. For instance, the results confirmed that the predictive power of oil shocks declined during the crisis period. We also discuss some policy implications of this study's findings.This research is partly funded by the University of Economics Ho Chi Minh City, Vietnam. Open Access funding is provided by the Qatar National Library.Elsevier2023-09-10T10:05:32Z2022-11-28Articleinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://dx.doi.org/10.1016/j.eneco.2022.106429Rehman, M. U., Katsiampa, P., Zeitun, R., & Vo, X. V. (2023). Conditional dependence structure and risk spillovers between bitcoin and fiat currencies. Emerging Markets Review, 55, 100966.0140-9883https://www.sciencedirect.com/science/article/pii/S0140988322005588http://hdl.handle.net/10576/473531171873-6181enhttp://creativecommons.org/licenses/by/4.0/info:eu-repo/semantics/openAccessoai:qspace.qu.edu.qa:10576/473532024-07-23T10:58:25Z
spellingShingle Do oil shocks affect the green bond market?
Mobeen Ur, Rehman
Oil shocks
Green bonds
Predictive model
status_str publishedVersion
title Do oil shocks affect the green bond market?
title_full Do oil shocks affect the green bond market?
title_fullStr Do oil shocks affect the green bond market?
title_full_unstemmed Do oil shocks affect the green bond market?
title_short Do oil shocks affect the green bond market?
title_sort Do oil shocks affect the green bond market?
topic Oil shocks
Green bonds
Predictive model
url http://dx.doi.org/10.1016/j.eneco.2022.106429
https://www.sciencedirect.com/science/article/pii/S0140988322005588
http://hdl.handle.net/10576/47353