Dynamic interconnection and risk transmission between Chinese ESG stocks and key industry stocks: Evidence from VAR models

Feng Shi, Andrea Gatto

Open source

DOI: 10.1016/j.jenvman.2025.127832
Published: 2025-12
Container: Journal of Environmental Management
Publisher: Elsevier BV
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1016/j.jenvman.2025.127832,
  title = {Dynamic interconnection and risk transmission between Chinese ESG stocks and key industry stocks: Evidence from VAR models},
  author = {Feng Shi and Andrea Gatto},
  year = {2025},
  journal = {Journal of Environmental Management},
  doi = {10.1016/j.jenvman.2025.127832},
  url = {https://doi.org/10.1016/j.jenvman.2025.127832}
}

RIS

TY  - JOUR
TI  - Dynamic interconnection and risk transmission between Chinese ESG stocks and key industry stocks: Evidence from VAR models
AU  - Feng Shi
AU  - Andrea Gatto
PY  - 2025
JO  - Journal of Environmental Management
DO  - 10.1016/j.jenvman.2025.127832
UR  - https://doi.org/10.1016/j.jenvman.2025.127832
ER  -

APA

Shi, F., & Gatto, A. (2025). Dynamic interconnection and risk transmission between Chinese ESG stocks and key industry stocks: Evidence from VAR models. Journal of Environmental Management. https://doi.org/10.1016/j.jenvman.2025.127832

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crossref · retrieved 2026-09-25T22:16:49.729Z