Global financial risk and market connectedness: An empirical analysis of COVOL and major...

Connectedness and co-movement between dirty energy, clean energy and global COVOL

C Lang, Y Hu, JW Goodell, YG Hou - Finance Research Letters, 2024 - Elsevier
This paper examines dynamic connectedness and co-movement between dirty energy,
clean energy and the global COVOL measure of Engle and Campos-Martins (2023) …
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