Asset Allocation, Machine learning, Out-of-sample forecast, Stock return, Wavelet decomposition
Crude oil, Extreme spillover, Green bond, High carbon emission stocks, Quantile regression
Difference-in-differences (DID) model, China Carbon Emissions Trading Exchange (CCETE), Thermal power generation enterprises (TPGEs), Financial sustainability, Moderating effect
Decarbonization policy, Enterprise value, Power generation companies, Difference-in-differences model