Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms
Mattia Chiappari, Francesco Scotti, Andrea Flori
| Year of publication: |
2025
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|---|---|
| Authors: | Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 247.2025, Art.-No. 112132, p. 1-7
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| Subject: | EU ETS index | Hedge effectiveness | Optimal weights | Portfolio strategies | Verified emissions | Hedging | Portfolio-Management | Portfolio selection | Treibhausgas-Emissionen | Greenhouse gas emissions | Theorie | Theory | Emissionshandel | Emissions trading | Aktienindex | Stock index | Index | Index number |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.112132 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015459989