Hedging climate risks with green assets

Author:

Cepni OguzhanORCID,Demirer RizaORCID,Rognone LaviniaORCID

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference9 articles.

1. Hedging climate risk;Andersson;Financ. Anal. J.,2016

2. Do investors care about carbon risk?;Bolton;J. Financ. Econ.,2021

3. Transition versus physical climate risk pricing in European financial markets: A text-based approach;Bua,2021

4. Asymmetric dynamics in the correlations of global equity and bond returns;Cappiello;J. Financ. Econom.,2006

5. Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models;Engle;J. Bus. Econom. Statist.,2002

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1. Risk premiums from temperature trends;International Review of Economics & Finance;2024-03

2. Can green investment funds hedge climate risk?;Finance Research Letters;2024-02

3. What drives green betas? Climate uncertainty or speculation;Finance Research Letters;2024-02

4. Climate uncertainty and green index volatility: Empirical insights from Chinese financial markets;Finance Research Letters;2024-02

5. Are clean and black energy exchange-traded funds driven by climate risk?;Journal of Sustainable Finance & Investment;2024-01-18

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