The hedging effect of green bonds on carbon market risk
This paper explores effective hedging instruments for carbon market risk. Examining the
relationship between the carbon futures returns and the returns of four major market indices …
relationship between the carbon futures returns and the returns of four major market indices …
Carbon credit futures as an emerging asset: Hedging, diversification and downside risks
S Demiralay, HG Gencer, S Bayraci - Energy Economics, 2022 - Elsevier
Even though carbon futures as a new asset have attracted the attention of scholars, there
have been few attempts to investigate potential benefits of investing in carbon credits. In this …
have been few attempts to investigate potential benefits of investing in carbon credits. In this …
The impact of carbon emissions on corporate financial performance: Evidence from the South African firms
F Ganda, KS Milondzo - Sustainability, 2018 - mdpi.com
The impact of carbon emissions on corporate financial performance within the African
corporate setting has remained open and inconclusive, owing primarily to the unavailability …
corporate setting has remained open and inconclusive, owing primarily to the unavailability …
Markov switching GARCH models for Bayesian hedging on energy futures markets
Effective hedging strategies on oil spot and future markets are relevant in reducing price
volatility for investors, energy traders and companies operating in the oil markets. A new …
volatility for investors, energy traders and companies operating in the oil markets. A new …
The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems
S Chai, P Zhou - Energy Economics, 2018 - Elsevier
Effective hedging strategies are important in reducing price volatility risk for business
investors and companies participating into carbon markets. In this paper, we investigate the …
investors and companies participating into carbon markets. In this paper, we investigate the …
Can energy commodity futures add to the value of carbon assets?
This paper examines whether energy commodity futures are an attractive asset class for
helping investors manage carbon risk. We use futures prices for EU allowances (EUAs) and …
helping investors manage carbon risk. We use futures prices for EU allowances (EUAs) and …
[HTML][HTML] The asymmetric volatility spillover across Shanghai, Hong Kong and the US stock markets: A regime weighted measure and its forecast inference
LW Sheng, GS Uddin, D Sen, ZS Hao - International Review of Financial …, 2024 - Elsevier
Based upon generalized spillover index method under Markov switching vector auto-
regression (MS-VAR) framework, this paper aims at a regime dependent measure of the …
regression (MS-VAR) framework, this paper aims at a regime dependent measure of the …
Futures hedging in crude oil markets: A trade-off between risk and return
X Yu, Y Li, J Lu, X Shen - Resources Policy, 2023 - Elsevier
Risk and return are two fundamentals that have an impact on an investor's or hedger's
investing choices. Based on the proposed synchronous movement intensity index, this …
investing choices. Based on the proposed synchronous movement intensity index, this …
Financialisation of the European Union Emissions Trading System European Union Emissions Trading System and its influencing factors in quantiles
P Wei, J Zhou, X Ren, LDT Huynh - International Journal of …, 2024 - qmro.qmul.ac.uk
This study analyses the financialisation of the carbon market and its possible external
shocks, with a focus on the European Union Emissions Trading System (EU ETS), by …
shocks, with a focus on the European Union Emissions Trading System (EU ETS), by …
[PDF][PDF] Environmental sustainability disclosure and firm performance of quoted oil and gas companies in sub-Saharan Africa countries
FE Onyebuenyi, GN Ofoegbu - Academy of Accounting and …, 2022 - researchgate.net
This study examined the effect of environmental sustainability disclosure on financial
performance of listed oil and gas companies in three countries within sub-Sahara Africa …
performance of listed oil and gas companies in three countries within sub-Sahara Africa …