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Barunik, Jozef; Nevrla, Matĕj - In: Journal of financial econometrics 21 (2023) 5, pp. 1590-1646

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Enhancing sustainable finance through green hydrogen equity investments : a multifaceted risk-return analysis

Kampe, Cristina - In: Risks : open access journal 11 (2023) 12, pp. 1-22

Amidst the global push for decarbonization, green hydrogen has gained recognition as a versatile and clean energy carrier, prompting the financial sector to introduce specialized investment instruments like Green Hydrogen Exchange-Traded Funds (ETFs). Despite the nascent nature of research on...

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Is downside risk priced in cryptocurrency market?

Dobrynskaja, V. V. - In: International review of financial analysis 91 (2024), pp. 1-12

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We don't need no fancy hedges! Or do we?

Vedenov, Dmitrij V.; Power, Gabriel J. - In: International review of financial analysis 81 (2022), pp. 1-13

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Realized semibetas : disentangling "good" and "bad" downside risks

Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of financial economics 144 (2022) 1, pp. 227-246

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Downside risk optimization with random targets and portfolio amplitude

Landsman, Zinoviy; Makov, Udi; Yao, Jing; Zhou, Ming - In: The European journal of finance 28 (2022) 16, pp. 1642-1663

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Do mutual funds reward downside risk? : evidence from an emerging economy

Agarwal, Pankaj K.; Pradhan, H. K. - In: Review of Pacific Basin financial markets and policies … 26 (2023) 2, pp. 1-34

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Modeling and forecasting macroeconomic downside risk

Delle Monache, Davide; De Polis, Andrea; Petrella, Ivan - 2020

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Realized semibetas and international stock return predictability

Amaya, Diego; Herrerias, Renata; Perez, Fernando; … - In: Finance research letters 58 (2023) 3, pp. 1-7

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ESG risk exposure : a tale of two tails

Yang, Runfeng; Caporin, Massimiliano; Jiménez-Martin, … - In: Quantitative finance 24 (2024) 6, pp. 827-849

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