Time-varying price dynamics of clean and dirty energy portfolios
(2023)
Journal Article
This paper investigates the dynamic relationships between four key instruments related to clean and dirty energy assets: WTI futures, United States Oil Fund (USO), EnergySelect Sector SPDR Fund (XLE), and iShares Global Clean Energy ETF (ICLN). Econo... Read More about Time-varying price dynamics of clean and dirty energy portfolios.