Time-varying price dynamics of clean and dirty energy portfolios
(2023)
Journal Article
Ah Mand, A., Ghafoor, A., & Sifat, I. (2023). Time-varying price dynamics of clean and dirty energy portfolios. Journal of Environmental Management, 337, 117687. https://doi.org/10.1016/j.jenvman.2023.117687
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.