Matches in SemOpenAlex for { <https://semopenalex.org/work/W4310262242> ?p ?o ?g. }
- W4310262242 endingPage "106429" @default.
- W4310262242 startingPage "106429" @default.
- W4310262242 abstract "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." @default.
- W4310262242 created "2022-11-30" @default.
- W4310262242 creator A5001100407 @default.
- W4310262242 creator A5008279816 @default.
- W4310262242 creator A5062754773 @default.
- W4310262242 creator A5071707846 @default.
- W4310262242 creator A5089856625 @default.
- W4310262242 date "2023-01-01" @default.
- W4310262242 modified "2023-10-09" @default.
- W4310262242 title "Do oil shocks affect the green bond market?" @default.
- W4310262242 cites W1789808336 @default.
- W4310262242 cites W1973809982 @default.
- W4310262242 cites W1985392547 @default.
- W4310262242 cites W1994547093 @default.
- W4310262242 cites W2007528270 @default.
- W4310262242 cites W2033343256 @default.
- W4310262242 cites W2040981563 @default.
- W4310262242 cites W2057551579 @default.
- W4310262242 cites W2057596020 @default.
- W4310262242 cites W2141185104 @default.
- W4310262242 cites W2167913349 @default.
- W4310262242 cites W2544894511 @default.
- W4310262242 cites W2793781063 @default.
- W4310262242 cites W2803697576 @default.
- W4310262242 cites W2806486862 @default.
- W4310262242 cites W2886361752 @default.
- W4310262242 cites W2898048510 @default.
- W4310262242 cites W2898118685 @default.
- W4310262242 cites W2917965976 @default.
- W4310262242 cites W2937794581 @default.
- W4310262242 cites W2969366636 @default.
- W4310262242 cites W3005751382 @default.
- W4310262242 cites W3021972050 @default.
- W4310262242 cites W3022647732 @default.
- W4310262242 cites W3025214606 @default.
- W4310262242 cites W3080366299 @default.
- W4310262242 cites W3086260803 @default.
- W4310262242 cites W3096631788 @default.
- W4310262242 cites W3108491062 @default.
- W4310262242 cites W3121248168 @default.
- W4310262242 cites W3121346496 @default.
- W4310262242 cites W3122582817 @default.
- W4310262242 cites W3124026623 @default.
- W4310262242 cites W3124240298 @default.
- W4310262242 cites W3124690764 @default.
- W4310262242 cites W3125290259 @default.
- W4310262242 cites W3187810796 @default.
- W4310262242 cites W3191093533 @default.
- W4310262242 cites W3204891529 @default.
- W4310262242 doi "https://doi.org/10.1016/j.eneco.2022.106429" @default.
- W4310262242 hasPublicationYear "2023" @default.
- W4310262242 type Work @default.
- W4310262242 citedByCount "6" @default.
- W4310262242 countsByYear W43102622422023 @default.
- W4310262242 crossrefType "journal-article" @default.
- W4310262242 hasAuthorship W4310262242A5001100407 @default.
- W4310262242 hasAuthorship W4310262242A5008279816 @default.
- W4310262242 hasAuthorship W4310262242A5062754773 @default.
- W4310262242 hasAuthorship W4310262242A5071707846 @default.
- W4310262242 hasAuthorship W4310262242A5089856625 @default.
- W4310262242 hasBestOaLocation W43102622421 @default.
- W4310262242 hasConcept C10138342 @default.
- W4310262242 hasConcept C106159729 @default.
- W4310262242 hasConcept C111472728 @default.
- W4310262242 hasConcept C121332964 @default.
- W4310262242 hasConcept C126322002 @default.
- W4310262242 hasConcept C138885662 @default.
- W4310262242 hasConcept C149782125 @default.
- W4310262242 hasConcept C15744967 @default.
- W4310262242 hasConcept C162324750 @default.
- W4310262242 hasConcept C163258240 @default.
- W4310262242 hasConcept C185592680 @default.
- W4310262242 hasConcept C197142791 @default.
- W4310262242 hasConcept C198531522 @default.
- W4310262242 hasConcept C2776035688 @default.
- W4310262242 hasConcept C2778136018 @default.
- W4310262242 hasConcept C2781300812 @default.
- W4310262242 hasConcept C43617362 @default.
- W4310262242 hasConcept C46312422 @default.
- W4310262242 hasConcept C556758197 @default.
- W4310262242 hasConcept C62520636 @default.
- W4310262242 hasConcept C69738904 @default.
- W4310262242 hasConcept C71924100 @default.
- W4310262242 hasConceptScore W4310262242C10138342 @default.
- W4310262242 hasConceptScore W4310262242C106159729 @default.
- W4310262242 hasConceptScore W4310262242C111472728 @default.
- W4310262242 hasConceptScore W4310262242C121332964 @default.
- W4310262242 hasConceptScore W4310262242C126322002 @default.
- W4310262242 hasConceptScore W4310262242C138885662 @default.
- W4310262242 hasConceptScore W4310262242C149782125 @default.
- W4310262242 hasConceptScore W4310262242C15744967 @default.
- W4310262242 hasConceptScore W4310262242C162324750 @default.
- W4310262242 hasConceptScore W4310262242C163258240 @default.
- W4310262242 hasConceptScore W4310262242C185592680 @default.
- W4310262242 hasConceptScore W4310262242C197142791 @default.
- W4310262242 hasConceptScore W4310262242C198531522 @default.
- W4310262242 hasConceptScore W4310262242C2776035688 @default.
- W4310262242 hasConceptScore W4310262242C2778136018 @default.