Title:

Time-Varying Asymmetric Spillovers among Cryptocurrency, Green and Fossil-Fuel Investments

Authors:

Linh Pham (Lake Forest College)
Toan Luu Duc Huynh (U of Economics Ho Chi Minh City)
Waqas Hanif (U Algarve, COMSATS Institute of Information Technology, U Islamabad)

Journal:

Global Finance Journal

Year:

2023

Volume:

58

JEL codes:

Q42 - Alternative Energy Sources
G13 - Contingent Pricing; Futures Pricing
Q54 - Climate; Natural Disasters