Search Results - subject:"Green assets"

Quantile-based safe haven analysis and risk interactions between green and dirty energy futures

Uğurlu, Erginbay - In: Risks : open access journal 13 (2025) 8, pp. 1-18

This study investigates whether green assets can serve as safe havens for dirty assets in the context of carbon and …-to assess tail risk mitigation and time-varying correlations. The results show that while green assets do not consistently act … findings challenge the assumption that green assets inherently provide downside protection and highlight the importance of …

Persistent link: https://www.econbiz.de/10015448875

Global financial market spillovers to the Dhaka Stock Exchange : strategic insights from trade-friendly nations

Borman, Tanmay; Nahiduzzaman, Md.; Kuri, Bapon Chandra; … - In: Thunderbird international business review 67 (2025) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10015334695

Green assets are not so green : assessing environmental outcomes using machine learning and local projections

Spyridou, Anastasia; Polyzos, Efstathios; Samitas, … - In: Financial innovation : FIN 11 (2025), pp. 1-38

This paper examines the environmental impact of green assets using machine learning and impulse responses by local … projections. A series of 87 green assets from various classes are considered, namely firms providing renewable energy and carbon … greenhouse gas concentration. The results indicate that adoption of these green assets does not have a significant environmental …

Persistent link: https://www.econbiz.de/10015557730

Revenue alignment with the EU taxonomy regulation in developed markets

Bassen, Alexander; Kordsachia, Othar; Lopatta, Kerstin; … - In: Journal of banking and finance 170 (2025), pp. 1-17

Persistent link: https://www.econbiz.de/10015558475

Do clean and dirty cryptocurrencies connect financial assets differently? : the perspective of market inefficiency

Duan, Kun; Zhang, Liya; Urquhart, Andrew; Yao, Kai; … - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015055821

Quantile connectedness amongst green assets amid COVID-19 and Russia-Ukraine tussle

Rehan, Ayesha; Mohti, Wahbeeah; Ferreira, Paulo - In: Economies : open access journal 12 (2024) 11, pp. 1-21

connectedness and spillover effect of green assets using a QVAR approach focusing on the average connectedness and connectedness …-Ukraine war to investigate the effect of major incidents on the connectedness of green assets. The results of the QVAR analysis … reveal that green assets are moderately connected under normal market conditions; however, their connection is strengthened …

Persistent link: https://www.econbiz.de/10015197828

Quantile connectedness amongst green assets amid COVID-19 and Russia-Ukraine tussle

Rehan, Ayesha; Mohti, Wahbeeah; Ferreira, Paulo - In: Economies 12 (2024) 11, pp. 1-21

Persistent link: https://www.econbiz.de/10015469382

Asset Diversification versus Climate Action

Hambel, Christoph; Kraft, Holger; van der Ploeg, Rick - 2020

Asset pricing and climate policy are analyzed in a global economy where consumption goods are produced by both a green and a carbon-intensive sector. We allow for endogenous growth and three types of damages from global warming. It is shown that, initially, the desire to diversify assets...

Persistent link: https://www.econbiz.de/10012269546

Asset diversification versus climate action

Hambel, Christoph; Kraft, Holger; Ploeg, Frederick van der - 2020

Persistent link: https://www.econbiz.de/10012258563