The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic

M Liu - Economic Analysis and Policy, 2022 - Elsevier
The extant literature on green finance is mainly about its contribution to financing the
transition to a low-carbon economy and the benefits it has brought to financial market …

[HTML][HTML] Geopolitical risk and renewable energy asset prices: Implications for sustainable development

A Dutta, P Dutta - Renewable Energy, 2022 - Elsevier
This study intends to investigate the impact of geopolitical uncertainty, proxied by the
geopolitical risk (GPR) index, on the volatility of renewable energy exchange traded funds …

The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments

W Zhang, X He, S Hamori - International Review of Financial Analysis, 2023 - Elsevier
This study analyzes the impact of the COVID-19 pandemic and the Russia-Ukraine war on
the connectedness of lower-order moments (returns and volatility) and higher-order …

Do green investments react to oil price shocks? Implications for sustainable development

A Dutta, RK Jana, D Das - Journal of Cleaner Production, 2020 - Elsevier
This study investigates whether green investments are connected to oil price shocks. While
earlier papers mainly investigate the linkage between clean energy stock and crude oil …

Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy

AK Banerjee, A Sensoy, JW Goodell - Energy Economics, 2024 - Elsevier
How influential are green energy instruments? We examine how green-and carbon-energy
assets differ regarding transmitting and receiving shocks between normal versus crises …

Commodity market risks and green investments: Evidence from India

A Dutta, E Bouri, P Dutta, T Saeed - Journal of Cleaner Production, 2021 - Elsevier
Green investing has recently received considerable attention in India in light of the local
government plans to significantly reduce the level of CO 2 emissions through conducting …

Should risk-averse investors target the portfolios of socially responsible companies?

MC Valls Martínez, R Soriano Román… - Oeconomia …, 2022 - ceeol.com
Research background: Companies are required to implement Corporate Social
Responsibility (CSR) policies to mitigate the adverse social and environmental effects of …

On the relationship between policy uncertainty and sustainable investing

I Shaikh - Journal of Modelling in Management, 2022 - emerald.com
Purpose In recent times, sustainable investment gaining much attention within the investors'
community and it is broadly driven by environmental, social and governance (ESG) factors …

Dynamic risk connectedness of crude oil price and sustainable investment in the United States: evidence from DCC-GARCH

G Olasehinde-Williams, O Özkan, SS Akadiri - Environmental Science and …, 2023 - Springer
Sustainable investment is widely regarded as an important market-based approach to
achieving inclusive green growth. To achieve the inclusive green growth objective …

Does sustainability index matter to the hospitality industry?

CHJ Su, CD Chen - Tourism Management, 2020 - Elsevier
Abstract Employing the Dow Jones Sustainability North America Index (DJSI) as a proxy for
a firm's socially responsible investments, this research analyzes whether DJSI generates …