This paper seeks to analyze the information flow between the Bourse Régionale des Valeurs Mobilières (BRVM) and Environmental, Social, and Governance (ESG) stocks, focusing on the time and frequency domains. By studying these aspects, we aim to gain a deeper understanding of how information is...

The reaction of asset prices to monetary and macroeconomic news announcements represents a rich source of information which is important to better understand the financial market impact of economic fundamentals. Given the significant connection of energy to other sectors in the economy, this...