绿

Jinghua Zhuo1, Xiaohang Ren2, Kun Duan3

  • 1School of Mathematics and Statistics, Central South University, 410083, Changsha, China.

概括

本研究评估了绿色债券和清洁能源市场的极端风险,使用风险价值 (VaR) 和预期缺口 (ES). 清洁能源市场在COVID-19后出现了显著波动,与稳定的绿色债券市场不同.

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