In this study, we investigate the relationship between crude oil prices and green and grey energy exchange-traded funds (ETFs). We use the Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model to estimate time-varying correlations and hedge ratios by using... Read more
Academia
Green Energy
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Academia Green Energy is an innovative open access journal publishing original research and review articles covering all areas of green energy. The editors welcome interdisciplinary submissions from the cutting edge of green energy research, in particular, those that drive connectivity between disciplines.