Browsing by Author "Ghardallou, Wafa"
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Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis
Mobeen Ur, Rehman; Nautiyal, Neeraj; Zeitun, Rami; Vo, Xuan Vinh; Ghardallou, Wafa ( Elsevier , 2024 , Article)This paper examines the multiscale comovement between the green bonds issued in developed countries and international oil-driven shocks. We extracted the oil shocks using a structural vector autoregressive model. The ...