Diversifier or More? Hedge and Safe Haven Properties of Green Bonds During COVID-19
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- Arif, Muhammad & Naeem, Muhammad Abubakr & Farid, Saqib & Nepal, Rabindra & Jamasb, Tooraj, 2022. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," Energy Policy, Elsevier, vol. 168(C).
- Muhammad Arif & Muhammad Abubakr Naeem & Saqib Farid & Rabindra Nepal & Tooraj Jamasb, 2021. "Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19," CAMA Working Papers 2021-20, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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More about this item
Keywords
Green bonds; Hedge; Safe-haven; Cross-quantilogram; COVID-19;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
- Q01 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Sustainable Development
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENV-2021-02-01 (Environmental Economics)
- NEP-FMK-2021-02-01 (Financial Markets)
- NEP-ISF-2021-02-01 (Islamic Finance)
- NEP-RMG-2021-02-01 (Risk Management)
Statistics
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