Asymmetry and State Dependence of Green Financial Market Risk Spillovers: Evidence from TVP-VAR and Interpretable Machine Learning
Zhihui LV; Xin HE; Wing-Keung Wong
- Published
- Publisher
- Elsevier BV
- Research area
- AI & compute
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.6450856
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Zhihui LV; Xin HE; Wing-Keung Wong. Asymmetry and State Dependence of Green Financial Market Risk Spillovers: Evidence from TVP-VAR and Interpretable Machine Learning. Elsevier BV. 2026. https://doi.org/10.2139/ssrn.6450856