Measuring risk in environmental finance

Journal of Economic Surveys

Volumn 21, Issue 5, 2007, Pages 970-998

  Hoti, Suhejla ^a   McAleer, Michael ^b   Pauwels, Laurent L ^c,d  

^a Department of Treasury and Finance ^*  (Australia)

^b UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^c GRADUATE INSTITUTE OF INTERNATIONAL AND DEVELOPMENT STUDIES   (Switzerland)

^d HONG KONG MONETARY AUTHORITY   (Hong Kong)

Author keywords

Conditional volatility clustering; Environmental finance and risk; GARCH; GJR; Social and ethical indices; Socially responsible investment; Sustainability indices

Indexed keywords

EMPIRICAL ANALYSIS; ENVIRONMENTAL ECONOMICS; ENVIRONMENTAL RISK; FINANCE; RISK ASSESSMENT; SUSTAINABILITY;

EID: 35348939135     PISSN: 09500804     EISSN: 14676419     Source Type: Journal    
DOI: 10.1111/j.1467-6419.2007.00526.x     Document Type: Review

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