---
title: Dynamic conditional correlation analysis of green and grey investments: Evidence from energy ETFs
url: https://www.ml-quant.com/papers/ssrn/4632706/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4632706
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4632706
featured: 2023-11-15
citations: 0
topic: Portfolio & Allocation
---


# Dynamic conditional correlation analysis of green and grey investments: Evidence from energy ETFs

The research finds that green energy ETFs offer better diversification compared to grey and conventional investment strategies.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4632706
- Identifier: SSRN 4632706
- Released: 2023-10-03
- First featured: Quant Letter No. 26 (2023-11-15): https://www.ml-quant.com/issues/2023-11-15/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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