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Diversification effects of China's carbon neutral bond on renewable energy stock markets : a minimum connectedness portfolio approach

Bai, Lan; Wei, Yu; Zhang, Jiahao; Wang, Yizhi; Lucey, … - In: Energy economics 123 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014475890

Do investors use sustainable assets as carbon offsets?

Famulok, Jakob; Kormanyos, Emily; Worring, Daniel - 2024

We present novel evidence that retail investors attempt offsetting their carbon footprints by investing sustainably. Using highly granular transaction data from bank clients, we find that higher footprints are linked to greener portfolios. In an experiment with clients from the same bank, we...

Persistent link: https://www.econbiz.de/10015095027

Carbon pricing initiatives and green bonds : are they contributing to the transition to a low-carbon economy?

Dill, Helena - In: Climate policy 24 (2024) 4, pp. 529-544

Persistent link: https://www.econbiz.de/10014555612

The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems

Chai, Shanglei; Zhou, Peng - In: Energy economics 76 (2018), pp. 64-75

Persistent link: https://www.econbiz.de/10011976584

Volatility spillover and hedging strategies between the European carbon emissions and energy markets

Liu, Jian; Hu, Yue; Yan, Li-Zhao; Chang, Chun Ping - In: Energy strategy reviews 46 (2023), pp. 1-19

Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration. This research thus uses the DCC-MVGARCH model and spillover index method to investigate volatility linkages between the European carbon...

Persistent link: https://www.econbiz.de/10014538776

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

Carbon Credit Futures as an Emerging Asset Hedging, Diversification and Downside Risks

Demiralay, Sercan; Gencer, Gaye Hatice; Bayraci, Selcuk - 2022

investigate potential benefits of investing in carbon credits. In this study, we analyse the feasibility of hedging and …-varying optimal hedge ratios, optimal weights and portfolio returns. These hedging and portfolio metrics are then compared with those … provides hedging benefits and reduce overall risk for a given level of expected return, even though the hedge ratios are time …

Persistent link: https://www.econbiz.de/10013307850

Time-frequency connectedness and spillover among carbon, climate, and energy futures : determinants and portfolio risk management implications

Mohammad Enamul Hoque; Low, Soo Wah; Syed Mabruk Billah - In: Energy economics 127 (2023) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10014490834

Can China's national carbon trading market hedge the risks of light and medium crude oil? : a comparative analysis with the European carbon market

Zhu, Pengfei; Lu, Tuantuan; Shang, Yue; Zhang, Zerong; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014580529

Why do firms issue green bonds?

Daubanes, Julien Xavier; Mitali, Shema Frédéric; … - 2021

. Based on prior empirical studies, we suggest that green bond commitments help managers signal the profitability of their …

Persistent link: https://www.econbiz.de/10012800805