Are clean and black energy exchange-traded funds driven by climate risk?-Reference-Cited by-同舟云学术

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Are clean and black energy exchange-traded funds driven by climate risk?

Published:2024-01-18 Issue: Volume: Page:1-27
ISSN:2043-0795
Container-title:Journal of Sustainable Finance & Investment
language:en
Short-container-title:Journal of Sustainable Finance & Investment

Author:

Gabriel Vítor¹,Pinho Carlos²

Affiliation:

1. Centro de Estudos e Formação Avançada em Gestão e Economia (CEFAGE), Escola Superior de Tecnologia e Gestão, Instituto Politécnico da Guarda, Guarda, Portugal

2. GOVCOPP – Research Unit on Governance, Competitiveness and Public Policies, Department of Economics, Management, Industrial Engineering and Tourism, University of Aveiro, Aveiro, Portugal

Funder

FCT – Fundação para a Ciência e Tecnologia

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/20430795.2024.2303501

Reference116 articles.

1. Optimal hedge ratios for clean energy equities

2. Dynamic Conditional Correlation: On Properties and Estimation

3. Amenc, N., F. Goltz, and V. Le Sourd. 2017. The EDHEC European ETF and smart beta survey. EDHEC-Risk Institute.

4. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions

5. Understanding exchange-traded funds: How ETFs work;Antoniewicz R.;In: ICI Research Perspective,2014

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