Abstract
ABSTRACTUsing the DCC-MIDAS-X method, we explore the long-run safe-haven role of Chinese green bond for different crude oil under multiple uncertainties, compared with the U.S. green bond. The findings demonstrate that although the long-term safe-haven performance of Chinese green bond underperforms that of U.S. green bond, it acts a long-term safe haven for most of crude oil under EPU and CPU, but for Brent under EMV.
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