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Browsing Research Articles (Economics) by Author "Li, Haohua"

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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 (Elsevier, 2023-08)

We examine the effects of three monthly climate risk factors, climate policy uncertainty (CPU), climate change news (CCN), and negative climate change news (NCCN), on the long-run volatilities and correlation of daily green ...

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