Risk Connectedness Between Green and Conventional Assets with Portfolio Implications

Muhammad Abubakr Naeem1,2, Sitara Karim3, Aviral Kumar Tiwari4,5

  • 1Accounting and Finance Department, United Arab Emirates University, P.O. Box 15551, Al-Ain, United Arab Emirates.

Computational Economics
|August 15, 2022
PubMed
Summary

Green bonds offer diversification benefits, showing strong risk connectedness with conventional assets during economic shocks. They serve as effective hedges for assets like precious metals and cryptocurrencies.

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