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Gauging the level of contemporaneous and lagged linkages between climate policy uncertainty and green asset

Novel insights from deep learning for a time-varying VAR model

Bibliographic Data

ID21378216
AuthorsLan Thanh Ha (0000-0002-4517-9097, National Economics University, corresponding author)
Year2025
Publication date2025-03-14
Peer ReviewedYes
Open AccessYes
TypeARTICLE
VenueQuality & Quantity (JOURNAL)
Journal identifiersISSN: 0033-5177 • E-ISSN: 1573-7845
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s11135-025-02079-w
OpenAlexW4408459375
LanguageEN
References cited112

Asset (computer security) · Climate change · Econometrics · Economics · Climate Change Policy and Economics · Computer Science · Ecology · Energy, Environment, Economic Growth · Market Dynamics and Volatility

  • Do shareholders benefit from green bonds?

    Open Access•Dragon Yongjun Tang, Dragon Tang et al.•Journal of Corporate Finance•2020

  • Measuring Climate Policy Uncertainty

    Open Access•Konstantinos Gavriilidis•SSRN Electronic Journal•2021

  • Efficient tests for normality, homoscedasticity and serial independence of regression residuals

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  • The Effect of Green Investment on Corporate Behavior

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  • Efficient Tests for an Autoregressive Unit Root

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  • Measuring Economic Policy Uncertainty

    Scott Baker, Scott R Baker et al.•The Quarterly Journal of Economics•2016

  • Investor attention and environmental performance of Chinese high-tech companies

    Open Access•Yanpeng Chen, Wenjun Mai•Humanities and Social Sciences…•2024

  • How do climate policy uncertainty and renewable energy and clean technology stock prices co-move? evidence from Canada

    Open Access•Seyed Alireza Athari, Dervis Kirikkaleli•Empirical Economics•2025

  • Policy uncertainty, mergers, and acquisitions in the South African business environment

    Open Access•Anton van Wyk, Raymond Parsons et al.•Development Southern Africa•2024

  • Climate policy uncertainty and world renewable energy index volatility forecasting

    Open Access•Chao Liang, Muhammad Umar et al.•Technological Forecasting and…•2022

  • Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution

    Open Access•TN-Lan Le, Thi Ngoc Lan Le et al.•Technological Forecasting and…•2021

  • An application of a R2 dcomposed linkage method to explore a comtemporal and lead connectedness between investor sentiment and exchange rate dynamics in vietnam

    Open Access•To Trung Thanh, Lan Thanh Ha•Quality & Quantity•2025

  • Does corporate green investment enhance profitability? An institutional perspective

    Open Access•Fahad Khalid, Khwaja Naveed et al.•Economic Research-Ekonomska…•2023

  • Better to give than to receive

    Open Access•Francis X Diebold, Kamil Yilmaz et al.•International Journal of…•2011

  • The response of green energy and technology investment to climate policy uncertainty

    Open Access•Shaiara Husain, Kazi Sohag et al.•Technology in Society•2022

  • Uncertainty Aversion and Systemic Risk

    David L Dicks, Paolo Fulghieri•Journal of Political Economy•2018

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