Time-Varying Shocks of Climate Risk to Green Asset Returns: Evidence from a TVP-VAR Model
Fields of Study & Subjects
Sustainable Finance and Green Bonds
Financial Markets and Investment Strategies
Market Dynamics and Volatility
Publication details
- Journal / source
- Sustainable Development
- Volume
- 16
- Issue
- 03
- Pages
- 120–129
- Publication date
- 1 January 2026
- Language
- EN