Is it just green? : Asymmetry behavior of returns in green investments
| Year of publication: | 
                              2025         | 
|---|---|
| Authors: | Ur Rehman, Mobeen ; Nautiyal, Neeraj ; Vo Xuan Vinh | 
| Published in: | 
                  	  	      	    International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 100.2025, Art.-No. 104088, p. 1-21      	   | 
| Subject: | Green bonds | Energy stocks | Wavelet quantile correlation | Sharpe ratio | VaR | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Nachhaltige Kapitalanlage | Sustainable investment | Anleihe | Bond | Korrelation | Correlation | Erneuerbare Energie | Renewable energy | Risikomaß | Risk measure | Nachhaltige Entwicklung | Sustainable development | 
- 
                      
          Nguyen Thi Thu Ha, (2021) 
- 
                      
          Patel, Ritesh Jayantibhai, (2024) 
- 
                      Do green bonds de-risk investment in low-carbon stocks? Reboredo, Juan Carlos, (2022) 
- More ...
- 
                      The temporal variability in the returns of socially responsible funds to structural oil shocks Ur Rehman, Mobeen, (2025) 
- 
                      Unraveling the multiscale comovement of green bonds and structural shocks : an oil-driven analysis Ur Rehman, Mobeen, (2024) 
- 
                      Sensitivity of US equity returns to economic policy uncertainty and investor sentiments Ur Rehman, Mobeen, (2021) 
- More ...
