Volatility and Co-Movement Between ESG and Non-ESG Futures and Uncertainty Indices: Evidence from Wavelet Coherence and GARCH Models

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Marta Chylińska, Magdalena Mosionek-Schweda

DOI: 10.2139/ssrn.6183338

Cited by: 0

Fields of Study & Subjects

Financial Risk and Volatility Modeling Market Dynamics and Volatility Sustainable Finance and Green Bonds