| Abstrakt: |
A study conducted by researchers at Hunan First Normal University in China examines the dynamic risk spillover effects between renewable energy markets and Chinese green financial markets. The study analyzes weekly data from January 2010 to August 2022 and finds that the total spillover and net spillover effects vary over time. In the short run, green finance markets are risk receivers, while renewable energy markets are risk transmitters. However, in the long run, renewable energy markets become the main contributors to risk spillover. The study also suggests that the hedging effect of green finance assets in the renewable energy market may decrease after the COVID-19 pandemic. [Extracted from the article] |
