Essays about: "David Stenvall"

Found 1 essay containing the words David Stenvall.

  1. 1. Green Investments Under Uncertainty : - A cross-quantilogram approach

    University essay from Linköpings universitet/Nationalekonomi

    Author : Elsa Boyer de la Giroday; David Stenvall; [2019]
    Keywords : Green bonds; Renewable energy; Cross-quantilogram; Tail-dependence; Uncertainty;

    Abstract : In this study, we analyze the quantile dependence for green bond returns and renewable energy stock returns with three major asset classes: corporate bonds, stocks and oil. Furthermore, we control the dependence structure for technology, uncertainties as well as lag structures and time-varying effects. READ MORE