Cummins, Mark; Garry, Oonagh; Kearney, Claire - In: International Review of Financial Analysis 35 (2014) C, pp. 261-267
Covering the first commitment period of the Kyoto Protocol (2008–2012), we perform a price discovery analysis to determine Granger causality relationships for a range of prominent green equity indices with the broader equity and commodity markets. Three pivotal contributions are made. Firstly,...