Can ESG performance shape dynamic risk spillovers? : evidence from Chinese carbon and equity markets
Zhang-HangJian Chen, Qiming Ren, Xiang Gao, Mohamad Kaakeh, Kees G. Koedijk
| Year of publication: |
2025
|
|---|---|
| Authors: | Chen, Zhang-HangJian ; Ren, Qiming ; Gao, Xiang ; Kaakeh, Mohamad ; Koedijk, Kees |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 72.2025, Art.-No. 106547, p. 1-11
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| Subject: | Risk spillover | ESG performance | Carbon market | LASSO-VAR-DY | Stock market | China | Aktienmarkt | Treibhausgas-Emissionen | Greenhouse gas emissions | Spillover-Effekt | Spillover effect | Emissionshandel | Emissions trading | Corporate Social Responsibility | Corporate social responsibility | Portfolio-Management | Portfolio selection | Volatilität | Volatility | Unternehmenserfolg | Firm performance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106547 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015202589