2021
DOI: 10.1007/s10479-021-04367-8
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Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs

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Cited by 51 publications
(5 citation statements)
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“…This transition entails replacing a significant portion of existing infrastructure and adopting lowcarbon technologies and practices across vari ous sectors, including energy, transportation, industry, and agriculture. It recognizes that a fundamental shift in the way society produces and consumes energy is essential to achieve greenhouse gas emissions reductions and mitigate the environmental impacts of economic activities [14].…”
Section: Resultsmentioning
confidence: 99%
“…This transition entails replacing a significant portion of existing infrastructure and adopting lowcarbon technologies and practices across vari ous sectors, including energy, transportation, industry, and agriculture. It recognizes that a fundamental shift in the way society produces and consumes energy is essential to achieve greenhouse gas emissions reductions and mitigate the environmental impacts of economic activities [14].…”
Section: Resultsmentioning
confidence: 99%
“…What drives the higher spread in green lending? We attribute the robust performance to the less volatile cash flows, higher earnings quality, and efficient debt management emanating from sustainable business models ( Rizvi et al, 2021 , Naqvi et al, 2021 ). The results for the control variables indicate that banking spreads are negatively related to liquidity and capital adequacy.…”
Section: Resultsmentioning
confidence: 99%
“…They advocate adoptive energy efficiency strategies for having sustainable economic development. Rizvi et al ( 2021 ) investigate the dynamics of return and risk for investing in green energy stocks. They use the vector autoregression and a variant of the GARCH models.…”
Section: Major Findingsmentioning
confidence: 99%