Hedging climate risks with green assets

DOI10.1016/J.ECONLET.2022.110312MaRDI QIDQ2126206zbMATH OpenOpenAlexFDO

Authors Oguzhan Cepni, Riza Demirer, Lavinia Rognone

Publication date 14 April 2022

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2022.110312

zbMATH Keywords

asymmetric DCC-GARCHclimate riskgreen bondshedgingprecious metals

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks
• Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
• Using precious metals to hedge cryptocurrency policy and price uncertainty
• Hedging global environment risks: an option based portfolio insurance
• Responsible investments reduce market risks

Cited in

(8)

• Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks
• Hedging global environment risks: an option based portfolio insurance
• Climate change-related risks and bank stock returns
• Understanding the Effects of Green Swan Events on Financial Stability: Annex II Countries and Turkey
• Carbon risk hedging: reducing portfolio carbon risk using a beta hedge ratio
• Asset diversification versus climate action
• Climate risk and the nexus of clean energy and technology stocks
• Climate risk and sovereign debt: country-level exposures and scarcity effects in green bonds

This page was built for publication: Hedging climate risks with green assets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2126206)