Where is the carbon premium? Global performance of green and brown stocks

2022/12/01 by Michael D. Bauer, Daniel Huber, Glenn D. Rudebusch +1 · 1 voice
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Sustainable Finance and Green Bonds

paper · doi:10.1016/j.jclimf.2023.100006

openalex publication_date 2022/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Citations

• Does the Stock Market Overreact?
• Global Pricing of Carbon‐Transition Risk
• Sustainable investing in equilibrium
• ESG Rating Disagreement and Stock Returns
• Carbon Tail Risk
• Aggregate Confusion: The Divergence of ESG Ratings
• Dissecting green returns
• Firm‐Level Climate Change Exposure

Discussions

• More research on data and methodological issues that affect empirical findings on the carbon premium in equity markets. #EconSky #FinSky #Sustainability Link to paper: doi.org/10.1016/j.jc... [bsky, 7 points, 0 comments]