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Can green investment funds hedge climate risk?
16 references·6 citing·55 second hopsampled
Can green investment funds hedge climate risk? (2023)Can green investment funds hedge climate …Transition versus physical climate risk pricing in European financial markets: a text-based approach (2024)Transition versus physical cl…Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19 (2022)Diversifier or more? Hedge an…Climate‐related risks in financial assets (2022)Climate‐related risks in fina…Climate policy uncertainty and the price dynamics of green and brown energy stocks (2022)Climate policy uncertainty an…Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Time-frequency connectedness …Three green financial policies to address climate risks (2021)Three green financial policie…Renewable energy resources investment and green finance: Evidence from China (2021)Renewable energy resources in…Green growth versus economic growth: Do sustainable technology transfer and innovations lead to an imperfect choice? (2021)Green growth versus economic …COVID-19 and time-frequency connectedness between green and conventional financial markets (2021)COVID-19 and time-frequency c…Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)Comparative efficiency of gre…Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021)Are green bonds a different a…Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)Time and frequency connectedn…Climate change and credit risk (2020)Climate change and credit riskResponsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Hedging Climate Change News (2019)Hedging Climate Change NewsFortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance (2025)Fortune favors the green: Rol…RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in fi…Path analysis of green finance on energy transition under climate change (2024)Path analysis of green financ…Optimal environmental investment strategies for enterprise green technology innovation: An empirical study based on multiple drive models (2024)Optimal environmental investm…Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict (2024)Navigating environmental conc…Can green bond hedges climate policy uncertainty in the United States: New insights from novel time-varying causality and quantile-on-quantile methods? (2024)Can green bond hedges climate…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)Forecasting Default with the Merton Distance to Default Model (2008)Green Bonds as a Tool Against Climate Change? (2020)Carbon emissions and default risk: International evidence from firm-level data (2021)The pricing of carbon risk in syndicated loans: Which risks are priced and why? (2021)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Do Shareholders Benefit from Green Bonds? (2018)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Tail dependence between bitcoin and green financial assets (2021)A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance (2022)Role of green finance in improving energy efficiency and renewable energy development (2022)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Corporate Governance and Equity Prices (2003)Individual and Corporate Social Responsibility (2009)Sustainable investing with ESG rating uncertainty (2021)Dissecting green returns (2022)A Contribution to the Theory of Economic Growth (1956)The Iron Cage Revisited: Institutional Isomorphism and Collective Rationality in Organizational Fields (1983)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Evolution of energy mix in emerging countries: Modern renewable energy, traditional renewable energy, and non-renewable energy (2022)Financial development and green innovation, the ultimate solutions to an environmentally sustainable society: Evidence from leading economies (2022)Is fintech the new path to sustainable resource utilisation and economic development? (2023)Credit Rationing in Markets with Imperfect Information (1981)Discretion versus policy rules in practice (1993)The Shared Socioeconomic Pathways and their energy, land use, and greenhouse gas emissions implications: An overview (2016)Does green finance investment and technological innovation improve renewable energy efficiency and sustainable development goals (2022)Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests (2022)Role of foreign direct investment and economic growth in renewable energy development (2022)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Investigating the spillovers and connectedness between green finance and renewable energy sources (2022)The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)Firm‐Level Climate Change Exposure (2023)The Impact of Uncertainty Shocks (2009)Do Investors Care about Carbon Risk? (2019)Sustainable investing in equilibrium (2020)The impact of climate policy uncertainty on renewable and non-renewable energy demand in the United States (2022)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Climate uncertainty and information transmissions across the conventional and ESG assets (2023)Financial stability, stranded assets and the low‐carbon transition – A critical review of the theoretical and applied literatures (2023)Global climate policy uncertainty and financial markets (2024)The Economics of Climate Change (2007)A five-factor asset pricing model (2014)Aggregate Confusion: The Divergence of ESG Ratings (2022)The effects of climate change‐related risks on banks: A literature review (2024)Firm-level climate change risk and corporate debt maturity (2025)Introducing the environmental governance policy uncertainty (EGPU) for China (2025)
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References

  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2020Climate change and credit risk427 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks415 cited
  • 2021Green growth versus economic growth: Do sustainable technology transfer and innovations lead to an imperfect choice?339 cited
  • 2021Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis323 cited
  • 2021Three green financial policies to address climate risks303 cited
  • 2022Climate‐related risks in financial assets303 cited
  • 2024Transition versus physical climate risk pricing in European financial markets: a text-based approach265 cited
  • 2020Time and frequency connectedness among oil shocks, electricity and clean energy markets262 cited
  • 2021COVID-19 and time-frequency connectedness between green and conventional financial markets256 cited
  • 2021Are green bonds a different asset class? Evidence from time-frequency connectedness analysis255 cited
  • 2021Renewable energy resources investment and green finance: Evidence from China

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233 cited
  • 2021Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis217 cited
  • 2022Diversifier or more? Hedge and safe haven properties of green bonds during COVID-19216 cited
  • Cited by

    • 2024Path analysis of green finance on energy transition under climate change62 cited
    • 2024Navigating environmental concerns and geopolitical risks: A study on green sukuk and Islamic equities amid climate crisis and the Russia-Ukraine conflict31 cited
    • 2024Can green bond hedges climate policy uncertainty in the United States: New insights from novel time-varying causality and quantile-on-quantile methods?29 cited
    • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited
    • 2025Fortune favors the green: Role of green investment in mitigating climate risk and the moderating role of ESG performance22 cited
    • 2024Optimal environmental investment strategies for enterprise green technology innovation: An empirical study based on multiple drive models15 cited