Does climate policy uncertainty shape the response of stock markets to oil price changes? Evidence from GCC stock markets
Journal of Environmental Management,
Год журнала:
2025,
Номер
375, С. 124229 - 124229
Опубликована: Янв. 21, 2025
Язык: Английский
Environmental transitions effect of renewable energy and fintech markets on Europe's real estate stock market
Renewable Energy,
Год журнала:
2025,
Номер
unknown, С. 122603 - 122603
Опубликована: Фев. 1, 2025
Язык: Английский
Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework
Energy,
Год журнала:
2025,
Номер
unknown, С. 135737 - 135737
Опубликована: Март 1, 2025
Язык: Английский
Geopolitical risk and energy markets in China
International Review of Financial Analysis,
Год журнала:
2025,
Номер
unknown, С. 104187 - 104187
Опубликована: Март 1, 2025
Язык: Английский
Dynamic Connectedness and Hedging Effectiveness Between Green Bonds, ESG Indices, and Traditional Assets
European Financial Management,
Год журнала:
2025,
Номер
unknown
Опубликована: Апрель 28, 2025
ABSTRACT
This
study
highlights
the
significance
of
incorporating
environmental,
social,
and
governance
(ESG)
criteria
within
investment
strategies
to
strengthen
risk
management
in
volatile
markets.
Employing
time‐varying
parameter
vector
autoregressions
dynamic
conditional
correlation
generalized
autoregressive
heteroskedasticity
models,
it
explores
links
between
green
bonds,
ESG
indices,
traditional
equities,
government
securities.
The
overall
findings
reveal
significant
volatility
spillovers,
with
bonds
as
major
recipients
S&P
500
indices
net
transmitters
across
market
conditions.
Practical
hedging
insights
show
effectiveness
assets
for
portfolio
stability
during
turbulence,
offering
valuable
guidance
investors
striving
harmonize
profitability
sustainability
goals
while
strengthening
resilience
long‐term
stability.
Язык: Английский