Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/323295 
Erscheinungsjahr: 
2023
Quellenangabe: 
[Journal:] Annals of Operations Research [ISSN:] 1572-9338 [Volume:] 347 [Issue:] 1 [Publisher:] Springer US [Place:] New York, NY [Year:] 2023 [Pages:] 445-469
Verlag: 
Springer US, New York, NY
Zusammenfassung: 
We examine the impact of climate risks on the nexus of clean energy and technology stocks using a time-varying correlation model. We find that physical and transition climate risks are positively associated with the long-term correlation between clean energy and technology stock indices, whereas the effect of transition risk is more robust to different sample periods and alternative stock indices. On the contrary, the short-term correlation tends to decrease after shocks to physical risk, since clean energy stocks react more strongly to physical risk shocks than technology stocks.
Schlagwörter: 
Climate risk
Clean energy
Technology stocks
Energy transition
JEL: 
G10
Q42
Q54
Q55
Persistent Identifier der Erstveröffentlichung: 
Creative-Commons-Lizenz: 
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Dokumentart: 
Article
Dokumentversion: 
Published Version

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