Similar Search Results

The Role and Significance of Green Bonds in Funding Transition to a Low Carbon Economy : A Case Study Forecasting Portfolios of Green Bond Instrument Returns

Peters, Gareth; Zhu, Rui; Tzougas, George; Rabitti, Giovanni - 2022

the Climate Bond Initiatives, Green Bond Principles and United Nations Sustainable Development Goals that outline the … bond portfolios in the form of a time series regression model. We introduce a class of what we call hybrid time series … interpret and forecast returns series for two leading green bond indices …

Persistent link: https://www.econbiz.de/10014255321

Carbon credit futures as an emerging asset : hedging, diversification and downside risks

Demiralay, Sercan; Gencer, Hatice Gaye; Bayraci, Selcuk - In: Energy economics 113 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013540541

From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions

Bouri, Elie; Rognone, Lavinia; Sokhanvar, Amin; Wang, … - In: Technological forecasting & social change : an … 194 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014475855

Return connectedness of green bonds and financial investment channels in China : implications for hedging and regulation

Xu, Danyang; Hu, Yang; Corbet, Shaen; Lang, Chunlin - In: Research in international business and finance 70 (2024) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10015053793

A modelling framework for projections of equity portfolio returns under climate transition scenarios

Prosperi, Lorenzo; Zanin, Luca - 2022

Investors have a growing awareness that climate transition risks (such as carbon pricing policy) are among the new risk drivers of the financial system. One of the relevant implications of a shock in carbon price is the increase in business costs, which may diminish profitability and affect...

Persistent link: https://www.econbiz.de/10013294071

Greenness index : IPO performance and portfolio allocation

Mumtaz, Muhammad Zubair; Yoshino, Naoyuki - In: Research in international business and finance 57 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013332942

Science-based emission targets and risk-adjusted portfolio return : an analysis using global SBTi-validated stocks

Dahlström, Petter; Lööf, Hans; Sahamkhadam, Maziar; … - 2023

Persistent link: https://www.econbiz.de/10014309703

Forecasting carbon prices under diversified attention : a dynamic model averaging approach with common factors

Zhang, Zhikai; Wang, Yudong; Zhang, Yaojie; Wang, Qunwei - In: Energy economics 133 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015049680

Lending to lose : Who buys negatively yielding bonds and what it means for investors

Bhansali, Vineer - In: Journal of investment management : JOIM 19 (2021) 1, pp. 62-75

Persistent link: https://www.econbiz.de/10012814363

ESG screening in the fixed-income universe

Alessandriniy, Fabio; Baptista Balula, David; Jondeau, Eric - 2021

This paper evaluates the impact of a screening process based on Environment, Social, and Governance (ESG) scores for an otherwise passive portfolio of investment-grade corporate bonds. The main result is that this filtering leads to a substantial improvement of the targeted ESG score without...

Persistent link: https://www.econbiz.de/10012800004

1
2
3
4
5
6
7
8
9
10
Next
Last