Performance of energy ETFs and climate risks
(2024)
Journal Article
Nguyen, M. N., Liu, R., & Li, Y. (online). Performance of energy ETFs and climate risks. Energy Economics, Article 108031. https://doi.org/10.1016/j.eneco.2024.108031
We investigate whether green (brown) portfolios constructed from clean energy ETFs (fossil fuel ETFs) yield positive (negative) returns conditional on climate-related risks. While the green portfolios do not unconditionally outperform the brown ones,... Read More about Performance of energy ETFs and climate risks.