Can green investment funds hedge climate risk?
We analyze tail risk dependence between Green Investment Funds (GIFs) and climate risks,
emphasizing diversification benefits, safe-haven, and hedge features from 2009 to 2022 …
emphasizing diversification benefits, safe-haven, and hedge features from 2009 to 2022 …
Transition versus physical climate risk pricing in European financial markets: A text-based approach
G Bua, D Kapp, F Ramella… - The European Journal of …, 2024 - Taylor & Francis
Under its climate regulation, the EU is expected to become the first continent with a net-zero
emissions balance. We study the pricing of climate risks, physical and transition, within …
emissions balance. We study the pricing of climate risks, physical and transition, within …
Carbon allowances amid climate change concerns: Fresh insights from wavelet multiscale analysis
We examine the dynamic nexus between the carbon emission price and climate change
concerns using novel measures of alternatively both physical and transitional climate risks …
concerns using novel measures of alternatively both physical and transitional climate risks …
Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions
This paper analyzes the impact of climate change risks—specifically from natural disasters,
global warming, international summits, and US climate policy—on the return connectedness …
global warming, international summits, and US climate policy—on the return connectedness …
Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets
This study schemes to explore novel insights from crisis risk spillovers and volatility
connectedness among climate change, renewable energy, technological innovation, and …
connectedness among climate change, renewable energy, technological innovation, and …
Forecasting of clean energy market volatility: The role of oil and the technology sector
This study is the first to explore whether the well-known relationship between the clean
energy sector, oil prices, and technology stocks can be leveraged to enhance the accuracy …
energy sector, oil prices, and technology stocks can be leveraged to enhance the accuracy …
[HTML][HTML] The effects of physical and transition climate risk on stock markets: Some multi-Country evidence
This paper examines the impact of transition and physical climate risk on stock markets
using, for the first time in this context, the annual Climate Change Performance Index (CCPI) …
using, for the first time in this context, the annual Climate Change Performance Index (CCPI) …
How climate risks relate to Chinese green finance markets in time-frequency domains? A consideration of extreme market conditions
R Liu, L He, L Chen, Y Fu - Journal of Cleaner Production, 2025 - Elsevier
The correlation between Chinese green finance markets and climate risks remains
unknown, although the association between climate risks and finance markets has been …
unknown, although the association between climate risks and finance markets has been …
Physical climate risk attention and dynamic volatility connectedness among new energy stocks
X Gong, Q Liao - Energy Economics, 2024 - Elsevier
Based on a sample of 41 Chinese new energy stocks during the period from 2016 to 2022,
this paper uses the improved Diebold-Yilmaz method to analyze the volatility connectedness …
this paper uses the improved Diebold-Yilmaz method to analyze the volatility connectedness …
Do climate change risks impact clean energy stock prices? Evidence from machine learning
The disruptive impacts of climate change have necessitated a transition to a low-carbon
economy. This paper explores the role of climate change risks in predicting the direction of …
economy. This paper explores the role of climate change risks in predicting the direction of …