risk and returns from a financial as well as a social impact perspective have so far been used in various fashions, thus … risk and increases sustainability. In addition, more and more investors demand ESG factors to be considered when it comes …

in tandem with oil prices. However, using asset pricing and portfolio theory we identify time-varying integration between … individual stock markets and the energy portfolio, which in turn may limit the benefit of risk reduction through diversification …. However, this relation can also be used to hedge the common factor arising from energy risk. Doing so provides benefits to …

show that Asian investors receive positive risk adjusted returns in gold and rice markets but not in any of the other … commodity markets investigated. The risk adjusted returns are time-varying: during the Asian Financial Crisis risk adjusted …

may incur smaller costs when takinga short-position, are less exposed to exchange rate risk, possess better information …