Cagli, Efe C. Caglar; Mandaci, Pinar Evrim; Taşkın, Dilvin - In: Sustainability Accounting, Management and Policy Journal 14 (2022) 5, pp. 1052-1074
Purpose The purpose of this study is to examine the dynamic connectedness and volatility spillovers between commodities and corporations exhibiting the best environmental, social and governance (ESG) practices. In addition, the authors determine the optimal hedge ratios and portfolio weights for...