Influence of key ESG factors on Islamic banks’ financial performance: Evidence from GCC countries

International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 96, P. 103629 - 103629

Published: Sept. 12, 2024

Language: Английский

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Optimizing global risk-conscious portfolios: the strategic role of Sharia-compliant and ESG investments

Sustainability Accounting Management and Policy Journal, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 8, 2025

Purpose This study aims to explore the strategic integration of Sharia-compliant and environmental, social governance (ESG)-focused investments within global equity portfolio optimization frameworks, with a particular emphasis on variance minimization dynamic rebalancing techniques. Design/methodology/approach The research uses historical data from Sharia-compliant, ESG-focused conventional exchange-traded funds (ETFs). Advanced mean-variance methodologies via quadratic programming are employed, encompassing static without 50% cap individual asset weights, monthly rolling window optimization. Findings Portfolios integrating frequently outperform those composed solely ETFs. Dynamic achieved highest Sharpe ratio (1.3708) demonstrated enhanced resilience during market turbulence, such as COVID-19 pandemic. showed substantial allocations key periods, weights reaching up 100% in first half 2020. In contrast, exhibited more limited sporadic allocations, reflecting opportunistic role portfolio. Practical implications findings reaffirm critical well-diversified, risk-conscious portfolios while also providing nuanced insights into selective assets. results offer practical guidance for managers seeking integrate ethical sustainable investment principles advanced particularly when focusing minimizing dynamically responding evolving conditions. Social contributes growing body literature investments, demonstrating that it is possible balance considerations robust financial performance. underscores potential play significant portfolios, potentially fostering greater inclusion cross-cultural understanding community. Originality/value provides novel by non-Muslim countries, an area has been relatively underexplored. It compares outcomes static, optimizations, highlighting interplay between

Language: Английский

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Decoding systemic risks across commodities and emerging market stock markets

Financial Innovation, Journal Year: 2025, Volume and Issue: 11(1)

Published: Jan. 14, 2025

Abstract This study explores correlations and risk spillovers, essential concepts for financial management, among commodities (crude oil, gold, a global index) emerging stock markets. Using the Asymmetric Dynamic Conditional Correlation–Conditional Value-at-Risk (ADCC-CoVaR) model bootstrapped Kolmogorov–Smirnov (KS) test, we analyze period from December 30, 2005, to February 28, 2024, examining correlations, downside upside highlighting effects of major events such as crisis 2008, COVID-19 pandemic, Russia-Ukraine war. The results show heightened during crises significant spillovers across market pairs, with risks often outweighing risks. Gold displays minimal spillover, its unique role haven asset. We find that between commodities, stocks increased pandemic conflict, while those involving crude oil remained stable. These findings provide valuable guidance portfolio managers in navigating volatile

Language: Английский

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Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach

The Quarterly Review of Economics and Finance, Journal Year: 2025, Volume and Issue: 100, P. 101974 - 101974

Published: Feb. 1, 2025

Language: Английский

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The impact of green finance on debt financing costs from the perspective of strategic corporate signaling behavior—Evidence from China

International Review of Financial Analysis, Journal Year: 2025, Volume and Issue: unknown, P. 104024 - 104024

Published: March 1, 2025

Language: Английский

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A novel AI-driven approach to greenwashing: breakthroughs in the future fit between domain-specific Islamic enterprises with varying developmental progress and ESG landscapes

Future Business Journal, Journal Year: 2025, Volume and Issue: 11(1)

Published: April 30, 2025

Abstract This research presents an innovative framework for exploring the phenomenon of greenwashing within context domain-specific enterprises that are adapting to diverse institutional landscapes. is achieved through deployment a groundbreaking environmental, social, and governance leadership transition index, specifically designed climate resilience. The index effectively integrates artificial intelligence machine learning in conjunction with human cognitive expertise. Additionally, study utilizes chrono-convolutional neural network investigate dynamics long-term memory concerning nexus green fintech sectoral investments, thereby assessing potential activities. also recognizes varying frameworks approaches risk management between emerging developed nations. Adopting quantile-based method, total connectedness assessed across market states. analysis incorporates 11 investment indices from countries, comprising 22 international evolving investments. Temporal convolutional networks leveraged evaluate under conditions. investigation highlights significant variances accuracy representing markets. Notably, markets exhibit greater degree precision about climate-smart initiatives. In particular, mid-range quantiles display highest levels broad spectrum These observations imply markets, particularly extreme economic conditions, may foster more favorable conditions practices. Moreover, reveals that, irrespective maturity, energy utilities sectors demonstrate lowest propensity greenwashing, while information technology sector ranks similarly low this regard. contrast, real estate firms reveal heightened susceptibility whereas their counterpart markedly lower engaging such offers valuable guidance policymakers regulators. Insights can inform targeted interventions promoting climate-resilient practices, contributing sustainable development goals. Fostering reliable, interconnected enhances quality sustainability transition. Overall, provides crucial perspective navigating complex landscape at intersection finance, resilience, greenwashing. It illuminates interplay fluctuations, deception, needs.

Language: Английский

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Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: unknown, P. 103563 - 103563

Published: Sept. 1, 2024

Language: Английский

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Securing the Future Through AI, Green Finance, and Sustainable Development in the Digital Age

Advances in finance, accounting, and economics book series, Journal Year: 2024, Volume and Issue: unknown, P. 81 - 102

Published: May 17, 2024

Climate change has become one of the pressing challenges in 21st century. Ensuring and devising strategies to combat climate is necessary for this purpose, study discusses relationship between artificial intelligence, green finance, sustainable development. Moreover, analyzes role its connection with AI Green bonds, stocks, cryptocurrencies are analyzed objective support towards The further discussed that key development through finance interplay these factors can achieve goals. Furthermore, chapter sheds light on data where stands which generates different technologies. This offers various insights implications policymakers government officials help reshape long run.

Language: Английский

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Carbon Footprints, Dynamic Capabilities, and Financial Inclusion in G7 and E7 Nations

Sustainable Futures, Journal Year: 2024, Volume and Issue: 8, P. 100337 - 100337

Published: Oct. 11, 2024

Language: Английский

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Customer perspectives on reputable and accountable Islamic finance: a behavioural intention model with a meta-analysis SEM approach

Journal of financial reporting & accounting, Journal Year: 2024, Volume and Issue: unknown

Published: Nov. 9, 2024

Purpose This research aims to analyses the structural model of customers’ intention towards reputable and accountable Islamic finance, explained through Meta-Analysis Structural Equation Modelling (MASEM) with Theory Planned Behaviour approach extended variables. Design/methodology/approach study used MASEM examine factors systematically influencing behavioural intentions within finance. By synthesising 89 existing studies, identified key variables their relationships, providing a comprehensive understanding underlying mechanisms. A rigorous methodology involving article selection, data extraction statistical analysis enabled development robust conceptual framework. Findings underscores significant impact subjective norms perceived control on adopt mediated by customer attitude. Religiosity, awareness knowledge influence finance products, financial institution's reputation attitude serving as mediating Originality/value novelty examines accounting, reporting accountability, primarily focusing practices.

Language: Английский

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