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Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie.
In: Working Papers.
RePEc:pre:wpaper:202301.

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Cited: 17

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  1. “Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk. (2025). Lin, Boqiang ; Du, Anna Min ; Ge, Jiamin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924004276.

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  2. Climate risk and predictability of global stock market volatility. (2025). Ma, Yong ; Zhou, Mingtao.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000253.

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  3. Are brown stocks valuable to green stocks? Evidence from China. (2025). Shang, Yue ; Wei, YU ; Chen, Xiaodan ; Fu, Hai ; Zhu, Sha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002478.

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  4. The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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  5. Hedging financial risks with a climate index based on EU ETS firms. (2025). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco.
    In: Energy.
    RePEc:eee:energy:v:320:y:2025:i:c:s0360544225009193.

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  6. Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea.
    In: Economics Letters.
    RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165.

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  7. The dynamics of corporate climate risk and market volatility: International evidence. (2025). Zhu, Xiaoxian ; Guo, Yongsheng ; Naseer, Mirza Muhammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000750.

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  8. Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets. (2024). Hassan, M. Kabir ; Hoque, Mohammad Enamul ; Pezzo, Luca.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1338-1356.

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  9. Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States. (2024). Lee, Yenhsien ; Liu, Hungchun ; Zeng, Guangzhe ; Tang, Chiahsien.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1277-1292.

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  10. Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China: evidence from GARCH and quantile models. (2024). Shuaibu, Mohammed ; Mamman, Suleiman ; Zhanqin, Wang ; Iliyasu, Jamilu.
    In: Letters in Spatial and Resource Sciences.
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  11. Does Extreme Weather Impact Performance in Capital Markets? Evidence from China. (2024). Luo, Yilei ; Chen, Xinqi ; Yan, Qing.
    In: Sustainability.
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  12. Climate risks and the realized higher-order moments of financial markets: Evidence from China. (2024). Wang, Yihan ; Goutte, Stephane ; Bouri, Elie ; Sokhanvar, Amin.
    In: International Review of Economics & Finance.
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  13. Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility. (2024). bagh, tanveer ; Guo, Yongsheng ; Zhu, Xiaoxian ; Naseer, Mirza Muhammad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004241.

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  14. Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Iqbal, Najaf ; Alsagr, Naif ; Bouri, Elie.
    In: Energy Economics.
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  15. How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie.
    In: Economics Letters.
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  16. The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi.
    In: Papers.
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  17. How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study. (2023). Esparcia, Carlos ; Alonso, Daniel ; Diaz, Antonio.
    In: Energy Economics.
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  39. Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Shahzad, Syed Jawad Hussain ; Nepal, Rabindra ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Suleman, Mouhammed Tahir.
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  40. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies. (2020). Tiwari, Aviral ; Elsayed, Ahmed ; Nasreen, Samia.
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  41. Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach. (2019). Uddin, Gazi ; Jalkh, Naji ; Bouri, Elie ; Naji, Jalkh ; Elie, Bouri ; Dutta, Anupam.
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  42. The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations. (2019). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
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  43. Dynamic correlations between oil prices and the stock prices of clean energy and technology firms: The role of reserve currency (US dollar). (2019). Soytas, Ugur ; Kocaarslan, Baris.
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  44. Do all clean energy stocks respond homogeneously to oil price?. (2019). Pham, Linh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:81:y:2019:i:c:p:355-379.

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  45. Volatility Spillovers between Crude Oil Prices and New Energy Stock Price in China. (2018). Chen, Yufeng ; Jin, XI ; Li, Wenqi.
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  46. Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin.
    In: International Review of Financial Analysis.
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  47. Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices. (2018). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Ferrer, Roman ; Lopez, Raquel ; Jareo, Francisco.
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    RePEc:eee:ememar:v:37:y:2018:i:c:p:1-16.

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  50. Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sadorsky, Perry ; Sharma, Amit.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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