Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemic

This paper examines herd behaviour, causality dynamics and dynamic relationships among energy commodities, namely WTI, Brent, gasoline and natural gas, and ethical energy investment indices (S&P Global clean energy, WilderHill clean energy and NASDAQ clean edge green energy) in different phases...

Full description

Saved in:
Bibliographic Details
Main Authors: Mohamad, Azhar, Fromentin, Vincent
Format: Article
Language:English
English
Published: Elsevier 2023
Subjects:
Online Access:http://irep.iium.edu.my/106906/7/106906_Herd%20and%20causality%20dynamics%20between%20energy%20commodities_SCOPUS.pdf
http://irep.iium.edu.my/106906/8/106906_Herd%20and%20causality%20dynamics%20between%20energy%20commodities.pdf
http://irep.iium.edu.my/106906/
https://www.sciencedirect.com/science/article/abs/pii/S0140988323004991?via%3Dihub
https://doi.org/10.1016/j.eneco.2023.107001
Tags: Add Tag
No Tags, Be the first to tag this record!