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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Title:

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

Series title:

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

Authors:

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

Document Type:

Book

Place of Publication and Publisher:

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

Year of Publication:

2023

Original URL:

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

Language:

English (eng)

Citation:

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.

Appears in Collections:

Department of Economics working paper series

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