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Figure 5 - The Analysis of the Relationship Among Climate Policy Uncertainty, Logistic Firm Stock Returns and ESG Scores: Evidence from the TVP-VAR Model

Figure 5. Net Total Directional Connectivity Notes: The outcomes stem from an analysis employing a TVP-VAR model with a lag length determined by the Bayesian Information Criterion (BIC) and a generalized prediction error variance decomposition extending up to 20 steps ahead. The shaded region depicted in black signifies the overall balanced interconnectedness, while the presence of green and red lines denotes positive and negative interconnectedness, respectively.
Net Total Directional Connectivity Notes: The outcomes stem from an analysis employing a TVP-VAR model with a lag length determined by the Bayesian Information Criterion (BIC) and a generalized prediction error variance decomposition extending up to 20 steps ahead. The shaded region depicted in black signifies the overall balanced interconnectedness, while the presence of green and red lines denotes positive and negative interconnectedness, respectively.
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