Monthly Archives: August 2022

Green bonds and implied volatilities

A publication titled “Green bonds and implied volatilities: Dynamic causality, spillovers, and implication for portfolio management” on Energy Economics by Linh Pham and Hung Do in August 2022 Abstract The long-term and sustainable development focuses of green bond together with its increasing popularity drives the need for a better understanding of its hedging effects against market risks. Our study investigates whether […]