清洁能源和旅游业股票指数之间的量子因果关系:来自区域市场的证据
Ozge Demirkale1, Naime Irem Duran2
1Istanbul Aydin University, Faculty of Economics and Administrative Sciences, Department of Business Administration, Istanbul, Turkey.
PloS one
|June 23, 2025
概括
清洁能源和旅游业的共同运动越来越多,特别是在极端的市场条件下. 为了理解这些金融相互依存,需要对可持续金融策略进行区域特定,分布敏感的分析.
科学领域:
- 可持续的金融 可持续的金融
- 金融计量经济学 金融计量经济学
- 绿色转型经济学的经济学
背景情况:
- 清洁能源和旅游业是绿色转型和可持续金融的关键.
- 有限的经验研究存在于他们的金融相互依存,特别是在区域.
- 了解这些联系对于投资和政策至关重要.
研究的目的:
- 调查清洁能源和旅游指数之间的预测关系.
- 分析美国,欧洲,中国和澳大利亚的区域金融相互依存.
- 为了捕捉这些部门的不对称性和时间变化的动态.
主要方法:
- 量子格兰杰因果关系测试以检测不对称的联系.
- 对时间变化的动态进行波形连贯性分析.
- 结构向量自回归 (VAR) 对于特定区域的冲击反应.
主要成果:
- 传统的格兰杰因果关系测试显示没有显著的联系.
- 基于量子的方法在极端的市场条件下揭示了异质的联系.
- 在全球范围内,清洁能源和旅游业之间观察到越来越多的共同运动.
结论:
- 清洁能源和旅游业之间的金融相互依赖是显著的,特别是在市场极端时期.
- 对于有效的投资和政策而言,分布敏感和区域上下文化的方法至关重要.
- 进一步的研究应该探索这些动态,以支持可持续金融目标.
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