Cummins, Mark; Garry, Oonagh; Kearney, Claire - In: International Review of Financial Analysis 35 (2014) C, pp. 261-267
determine Granger causality relationships for a range of prominent green equity indices with the broader equity and commodity … discovery analysis relative to previous literature. Prominent global, regional and sectoral green equity indices are considered … statistical significance levels, we find that the FTSE 100 and FTSE Global Small Cap equity indices have a causal effect on all of …