Can sustainable investment yield better financial returns: A comparative study of ESG indices and MSCI indices
M Jain, GD Sharma, M Srivastava - Risks, 2019 - mdpi.com
'Sustainable investment'—includes a variety of asset classes selected while caring for the
causes of environmental, social, and governance (ESG). It is an investment strategy that …
causes of environmental, social, and governance (ESG). It is an investment strategy that …
On the dynamic dependence and investment performance of crude oil and clean energy stocks
W Ahmad - Research in International Business and Finance, 2017 - Elsevier
This paper examines the directional spillover between crude oil prices and stock prices of
technology and clean energy companies. The study uses the daily data over the period from …
technology and clean energy companies. The study uses the daily data over the period from …
An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
Intertwined with the persisting effects of the COVID-19 pandemic on the world economy, the
price of WTI crude oil futures became negative on April 20, 2020. This anomalous incident …
price of WTI crude oil futures became negative on April 20, 2020. This anomalous incident …
Financial connectedness of BRICS and global sovereign bond markets
The paper examines the financial connectedness via return and volatility spillovers between
Brazil, Russia, India, China and South Africa (BRICS) and three global bond market indices …
Brazil, Russia, India, China and South Africa (BRICS) and three global bond market indices …
Global Financial Market Integration: A Literature Survey
S Haddad - Journal of Risk and Financial Management, 2023 - mdpi.com
This article undertakes a literature review on the topic of market integration, covering over
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …
380 articles from the 1980s to 2024. The review consists of a qualitative analysis for context …
[HTML][HTML] Price discovery in carbon exchange traded fund markets
In this study, we analyze the price discovery in four carbon exchange-traded funds (ETF)
markets:(i) VanEck Low Carbon Energy ETF (Vaneck),(ii) iShares MSCI ACWI Low Carbon …
markets:(i) VanEck Low Carbon Energy ETF (Vaneck),(ii) iShares MSCI ACWI Low Carbon …
A dynamic spillover analysis of crude oil effects on the sovereign credit risk of exporting countries
I Pavlova, ME De Boyrie, AM Parhizgari - The Quarterly Review of …, 2018 - Elsevier
We study the dynamic spillover of crude oil prices and volatilities on sovereign risk premia of
ten oil-exporting countries. Among the determining variables, we include a set of local and …
ten oil-exporting countries. Among the determining variables, we include a set of local and …
Time-varying spillover and the portfolio diversification implications of clean energy equity with commodities and financial assets
This article examines the time-varying spillover and its implications on hedging and portfolio
diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
diversification for clean energy equities (WilderHill New Energy Global Innovation Index …
Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region
The objective of this study was to investigate the evidence of information bias and its
spillover effects on the stock market returns of the Asia Pacific region. This study analyzed …
spillover effects on the stock market returns of the Asia Pacific region. This study analyzed …
Modelling the directional spillovers from DJIM Index to conventional benchmarks: Different this time?
In this study, we examine the issues of directional interdependence and financial
performance of Sharia-screened Islamic equity finance with conventional benchmarks. To …
performance of Sharia-screened Islamic equity finance with conventional benchmarks. To …