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Socially Responsible Funds and Traditional Energy Commodities: A Diversification Perspective for Investments
16 references·0 citing·49 second hop
Socially Responsible Funds and Traditional Energy Commodities: A Diversification Perspective for Investments (2021)Socially Responsible Funds and Traditiona…Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Green bond and financial mark…Why Do Investors Hold Socially Responsible Mutual Funds? (2017)Why Do Investors Hold Sociall…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH (2015)Hedging emerging market stock…Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis (2015)Analyzing volatility spillove…Oil shocks and their impact on energy related stocks in China (2012)Oil shocks and their impact o…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …Unit root quantile autoregression testing using covariates (2009)Unit root quantile autoregres…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…Segmenting socially responsible mutual fund investors (2009)Segmenting socially responsib…Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)Socially responsible investme…The Effect of Socially Responsible Investing on Portfolio Performance (2007)The Effect of Socially Respon…International evidence on ethical mutual fund performance and investment style (2004)International evidence on eth…The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection (1999)The performance of socially r…Is there a cost to being socially responsible in investing? (1997)Is there a cost to being soci…Macroeconomics and Reality (1980)Statistical inference in vector autoregressions with possibly integrated processes (1995)Generalized impulse response analysis in linear multivariate models (1998)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Wavelet-based test of co-movement and causality between oil and renewable energy stock prices (2016)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Corporate Governance and Equity Prices (2003)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Sustainable investing in equilibrium (2020)A Survey of Corporate Governance (1997)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)A Model of Financialization of Commodities (2016)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets (2016)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Dynamic connectedness and integration in cryptocurrency markets (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Risk Aversion and Incentive Effects (2002)Incorporating Fairness into Game Theory and Economics (2011)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Impact investing (2020)Climate Finance (2021)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Price connectedness between green bond and financial markets (2019)Green bonds for sustainable development: Review of literature on development and impact of green bonds (2021)Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets (2022)The Cross-Section of Expected Stock Returns (1992)Mutual Fund Attributes and Investor Behavior (2007)The stocks at stake: Return and risk in socially responsible investment (2008)Socially responsible funds and market crises (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Does the stock market fully value intangibles? 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References

  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 2008Socially responsible investments: Institutional aspects, performance, and investor behavior1,756 cited
  • 2017Why Do Investors Hold Socially Responsible Mutual Funds?1,378 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2004International evidence on ethical mutual fund performance and investment style1,150 cited
  • 2007The Effect of Socially Responsible Investing on Portfolio Performance851 cited
  • 2018Green bond and financial markets: Co-movement, diversification and price spillover effects771 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2015Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH547 cited
  • 2012Oil shocks and their impact on energy related stocks in China324 cited
  • 2015Analyzing volatility spillovers and hedging between oil and stock markets: Evidence from wavelet analysis266 cited
  • 1999The performance of socially responsible mutual funds: incorporating sociopolitical information in portfolio selection254 cited
  • 1997Is there a cost to being socially responsible in investing?

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199 cited
  • 2009Unit root quantile autoregression testing using covariates197 cited
  • 2009Segmenting socially responsible mutual fund investors185 cited
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