2024
DOI: 10.3390/economies12040089
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Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis

Ioannis Katsampoxakis,
Stylianos Xanthopoulos,
Charalampos Basdekis
et al.

Abstract: In times of intense economic variability and social turbulence worldwide, this paper aims to examine the existence of transient correlations and interdependencies between the most important MSCI ESG indices worldwide and the most important commodities’ index, economic uncertainty, natural gas, gold, and VIX, in a geographical and social context during two recent crises: the COVID-19 pandemic and the energy crisis due to the Ukrainian war. Using daily data from 3 January 2020 and extending until 23 August 2022,… Show more

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