Essays about: "Green stocks"

Showing result 1 - 5 of 20 essays containing the words Green stocks.

1. 1. Green Goes Green: To What Extent Does A Company's ESG Rating Correlate With Its Stock Performance During The Covid-19 Pandemic? A Panel Data Regression Study On The EU Stock Market

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Lina Abrahamsson; Ludvig Lindqvist; [2023]
   Keywords : ESG; Sustainable Investing; Covid-19; Sector-analysis;

   Abstract : This thesis examines the relationship between ESG scores and financial performance during the early stages of the Covid-19 pandemic, using a sample of over 1,000 stocks from the EU and Schengen countries. For the overall market, the results revealed no significant relationship between the pre-2020 ESG score and financial performance. READ MORE

3. 2. The effect of covid-19 announcement on sustainable investment portfolios : Observation of the flight-to-quality phenomenon

   University essay from Jönköping University/Internationella Handelshögskolan

   Author : Vladislovas Urbonavicius; Iulia Chirita; [2023]
   Keywords : Sustainable investment portfolio; ESG; Covid-19; Flight-to-quality; Market Shock; Cryptocurrency; Proof-of-stake; proof-of-work.;

   Abstract : The economic impact of the COVID-19 pandemic is still an ongoing topic, broadly analysed and discussed in many studies. Recent articles state that sustainable assets can offer return volatility resilience during demand shock events and, in some cases, provide higher returns than their unsustainable counterparts. READ MORE

4. 3. Broken promises: The failure of green stock outperformance in Europe - the importance of rating coherence

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för företagande och ledning

   Author : Ellen Hådén; Ebba Graff-Lonnevig; [2023]
   Keywords : Sustainable investing; ESG; Environment; Climate change; Green stocks;

   Abstract : Increasing interest for sustainable investment have caused a trend within the investment sector towards more ESG engagements. Our study finds no outperformance of green portfolios over brown portfolios, when using industry-adjusted environmental pillar scores. The same applies when controlling for unexpected climate concerns. READ MORE

5. 4. Equity Greenium in the Nordic Markets

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Hui Li; Yanxu Chen; [2023]
   Keywords : Sustainable investing; ESG; Climate change; Equity premium;

   Abstract : This study investigates the performance of green and brown stocks in the Nordic market, examining whether high realised returns correspond to high expected returns. Using a brown-minus-green portfolio from Nordic stock data, the findings reveal that brown stocks outperformed green stocks during the sample period from 2012 to 2022, with a cumulative return difference of 18. READ MORE

6. 5. An investigation of Sustainable Assets, Equitiesand the Bond market during the Globalpandemic, COVID-19

   University essay from Linköpings universitet/Nationalekonomi; Linköpings universitet/Filosofiska fakulteten

   Author : Vincent Rahm; Frej de la Rosa; [2022]
   Keywords : Conventional bonds; COVID-19; DCC-GARCH; ESG; Green bond; S P500; Portfolio optimization; volatility; MSCI; Sustainable investments; US 10yr; Treasuries; Equities;

   Abstract : ESG investing has been a hot topic during several years and there have been numerousstudies examining the relationship between sustainable assets and non-sustainable assetsincluding green bonds, social bonds, environmental bonds, ESG-bonds and ESG indices;conventional bonds, S&P 500, common stocks and non-ESG indices. During negative marketshocks several ESG stocks and indices have been shown to outperform common stocks andindices. READ MORE