Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?

Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing

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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?

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Titel:

Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?

Titel der Serie:

Department of Economics working paper series / Department of Economics, University of Pretoria

Autor:innen:

Li, Haohua
Bouri, Elie
Gupta, Rangan
Fang, Libing

Dokumentart:

Book

Erscheinungsort und Verlagsname:

Pretoria, South Africa : Department of Economics, University of Pretoria

Erscheinungsjahr:

2023

URL der Erstveröffentlichung:

https://www.up.ac.za/media/shared/61/WP/wp_2023_01.zp229197.pdf

Sprache:

Englisch (eng)

Quellenangabe:

Li, Haohua/Bouri, Elie et. al. (2023). Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?. Pretoria, South Africa : Department of Economics, University of Pretoria.
https://www.up.ac.za/media/shared/61/WP/wp_2023_01.zp229197.pdf.

Erscheint in der Sammlung:

Department of Economics working paper series

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Datei

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