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Hedging climate risks with green assets · Study

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ArticleHedging climate risks with green assets

Oğuzhan Çepni2022

Article2022

Hedging climate risks with green assets

Oğuzhan Çepni · Rıza Demirer · Lavinia Rognone

179 citations·0/0 files stored·Economics Letters

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Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

2002Dynamic Conditional Correlation 2019Do Investors Care about Carbon Risk?2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 1998Modeling Asymmetric Comovements of Asset Returns 2019Hedging Climate Change News 2014Hedging Climate Risk 2006Testing and Valuing Dynamic Correlations for Asset Allocation

Cited by

2023Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective 2022Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices 2023Climate uncertainty and information transmissions across the conventional and ESG assets 2023From climate risk to the returns and volatility of energy assets and green bonds: A predictability analysis under various conditions 2023Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis 2023How does climate policy uncertainty affect financial markets? Evidence from Europe

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2023Climate uncertainty and information transmissions across the conventional and ESG assetsarticle · 7 shared references 2015Hedging with Futures: Does Anything Beat the Naïve Hedging Strategy?article · 4 shared references 2008Multivariate GARCH Modelspreprint · 4 shared references 2022High-carbon screening out: A DCC-MIDAS-climate policy risk methodarticle · 4 shared references 2012Financialization, crisis and commodity correlation dynamicsarticle · 3 shared references 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?article · 3 shared references

Details

Year2022

Typearticle

Published2022-02-05

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations179

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.econlet.2022.110312

openalex_workW4210558554

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2022Safe haven properties of green, Islamic, and crypto assets and investor's proclivity towards treasury and gold

2023Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram