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Impact of Climate Change Concerns on the Volatility of Green and Brown Stocks
Kriti Bhaya
September 2024
PDF
Type
Thesis
Publication
MSc thesis, HEC Montréal
Supervised by David Ardia. Built on the
MCCC index
.
Climate
Risk modeling
Related
Does Unexpected Change in Climate Risk Concerns Affect IV Surface Dynamics? A VAR Approach Using the UMC Index
When social risks matter: Retail fund flows and social concern
Examining the Relation Between Stocks' Option-Implied Moments and Climate Change Concerns
Weathering the Markets: Exploring the Empirical Relationship Between Climate Change Concerns and Commodity Futures Contracts
Climate change concerns and the performance of green versus brown stocks
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