Abstract
ABSTRACT This study explores the potential role of climate policy uncertainty (CPU) on the long-term correlations between clean energy and different energy metals based on the DCC-MIDAS model. Our results show that CPU negatively affects the long-term correlation and will cause an additional negative impact when it increases. Moreover, risk management performance results show that energy metals are potential diversification tools for the clean energy asset and the efficiency is improved during the high-CPU period.
Published Version
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