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Dynamic Analysis of the Nonlinear Relationship between Carbon Market, Stock Market and Renewable Energy Stock Market
Qiu, Lixin; Chu, Lijun; Xu, Haitao; Yuan, Sai - 2022
This paper uses weekly data, by building a time-varying parameter vector autoregressive model (TVP-VAR) to examine the dynamic nonlinear connectedness between carbon market, stock market and renewable energy stock market. This paper also observes the impact of Brexit, the launch of the European...
Persistent link: https://www.econbiz.de/10013491785
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The stock market effects of committing and setting GHG targets : evidence from the science-based initiative
Guerrero-Escobar, Santiago; Hernández del Valle, Gerardo; … - 2023
Many companies are setting ambitious targets to reduce their greenhouse gas emissions (GHG) per the Paris Agreement. However, there is limited evidence on the market effects of setting those targets. Using a GARCH model with a trend developed by the authors and a panel fixed effects model, this...
Persistent link: https://www.econbiz.de/10014438864
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Oil and the U.S. stock market : implications for low carbon policies
Arampatzidis, Ioannis; Dergiades, Theologos; Kaufmann, … - 2021
Persistent link: https://www.econbiz.de/10012617904
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The stock market and NO2 emissions effects of COVID-19 around the world
Klose, Jens; Tillmann, Peter - In: Economics & politics 35 (2023) 2, pp. 556-594
Persistent link: https://www.econbiz.de/10014336940
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Dynamic Volatility Spillover Relationships between the Chinese Carbon and International Energy Markets from Extreme Climate Shocks
Chen, Zhang-HangJian; Zhao, Shou-Yu; Song, Huai-Bing; … - 2023
The immense attention to climate change risk has stimulated increasing interest in carbon markets and their linkages to other markets. This study investigates the dynamic volatility spillover relationships between the Chinese carbon and international energy markets, and the impact of extreme...
Persistent link: https://www.econbiz.de/10014352774
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Do investors care about carbon emissions under the European Environmental Policy?
Basse Mama, Houdou; Mandaroux, Rahel - In: Business strategy and the environment 31 (2022) 1, pp. 268-283
Persistent link: https://www.econbiz.de/10012815478
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Effect of China's Carbon Emissions Trading on Herd Behavior in Stock Market
Yu, Jingjing - 2022
Abstract: This paper investigates the impact of China’s carbon emission trading market to explore investor behavior in … stock market. Using China's eight carbon emission trading pilot regions daily frequency data from 2013 to 2021, I find that …
Persistent link: https://www.econbiz.de/10014238562
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Carbon emission trading system and stock price crash risk of heavily polluting listed companies in China : based on analyst coverage mechanism
Xie, Zeyu; Yang, Mian; Xu, Fei - In: Financial innovation : FIN 9 (2023) 1, pp. 1-30
condition of accounting statements. Hence, the study identifies that heavily polluting enterprises in China have severe off … examined using data from China's A-share heavily polluting listed companies from 2007 to 2019. The results of this study are as …
Persistent link: https://www.econbiz.de/10014289073
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Pandemic or panic? : a firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market
Wang, Qiuyun; Liu, Lu - In: Financial innovation : FIN 8 (2022), pp. 1-38
psychological response to the pandemic and stock prices. In addition, it depicts the mechanism of the shock to the stock market by … calculation of the impulse of a shock to the financial market. Second, this study empirically estimates the marginal effect of the … shock, we identify the cumulative level of the pandemic variables as well as their incremental differences. As shown by our …
Persistent link: https://www.econbiz.de/10013272717
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Investor attention and stock returns under negative shocks : an empirical analysis based on "dragon and tiger" list in China
Zhai, Xiao-ying; Hou, Ying-ying; Li, Yuanshun - In: Journal of business economics and management 21 (2020) 3, pp. 914-941
Using the "Dragon and Tiger" list, we construct a clean indicator that directly measures investor attention, empirically test the effect of investor attention on stock return under negative shocks and whether the effect is affected by the bull or bear market, the industry, firm size, age and...
Persistent link: https://www.econbiz.de/10012270507