From climate risk to the returns and volatility of energy assets and green bonds : a predictability analysis under various conditions
Elie Bouri, Lavinia Rognone, Amin Sokhanvar, Zhenkun Wang
| Year of publication: |
2023
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|---|---|
| Authors: | Bouri, Elie ; Rognone, Lavinia ; Sokhanvar, Amin ; Wang, Zhenkun |
| Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 194.2023, p. 1-22
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| Subject: | Carbon emission allowances | Cross-quantilogram | European markets | Green and brown energy | Green bonds | Physical and transition risk | Quantile dependency and predictability | Volatilität | Volatility | EU-Staaten | EU countries | Risiko | Risk | Treibhausgas-Emissionen | Greenhouse gas emissions | Anleihe | Bond | Nachhaltige Kapitalanlage | Sustainable investment | Klimawandel | Climate change | Emissionshandel | Emissions trading | Förderung erneuerbarer Energien | Renewable energy policy | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.techfore.2023.122682 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014475855