Showing 1 - 5 of 5
Persistent link: https://www.econbiz.de/10014447449
This paper investigates carbon and energy mix risk in the equity prices of EU-Taxonomy orientated and renewable European electric utility companies. We calculate carbon intensity and energy mix factors to measure possible carbon and energy mix premia while investigating the performance of...
Persistent link: https://www.econbiz.de/10014258344
Persistent link: https://www.econbiz.de/10014447454
Demand for sustainable fixed-income investment solutions is surging but there is hardly research on the impact of sustainability on the risk characteristics of fixed-income portfolios. This study examines the impact of sustainability on the credit risk exposure of U.S. corporate bond portfolios...
Persistent link: https://www.econbiz.de/10014322374
Persistent link: https://www.econbiz.de/10015331026