A systematic literature review on ESG during the Covid-19 pandemic

R Savio, E D'Andrassi, F Ventimiglia - Sustainability, 2023 - mdpi.com
Environmental, social and governance (ESG) issues have been investigated by scholars
from several points of view. Although the epidemic of COVID-19 is recent, numerous …

Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables

U Shahzad, MG Asl, R Khalfaoui, M Tedeschi - Renewable and Sustainable …, 2024 - Elsevier
The growing global awareness of social and environmental issues has led investors to
prioritize sustainable investments. This study examines the relationship between ten Islamic …

Volatility and Herding Bias on ESG Leaders' Portfolios Performance

N Gavrilakis, C Floros - Journal of Risk and Financial Management, 2024 - mdpi.com
We here analyze the factor loadings given by the CAPM, the Fama–French three (FF3), and
the five-factor model (FF5), and test the performance and the validity of adding two more …

Saudi green banks and stock return volatility: GLE algorithm and neural network models

HF Assous - Economies, 2022 - mdpi.com
This study investigates the effects of ESG factors on stock return volatility from 2012 to 2020
using linear regression, GLE algorithm, and neural network models. This paper used the …

An analysis of volatility and risk-adjusted returns of ESG indices in developed and emerging economies

H Gupta, R Chaudhary - Risks, 2023 - mdpi.com
The importance of Environmental, Social, and Governance (ESG) aspects in investment
decisions has grown significantly in today's volatile financial market. This study aims to …

[HTML][HTML] Vine copula based dependence modeling in sustainable finance

C Czado, K Bax, Ö Sahin, T Nagler, A Min… - The Journal of Finance …, 2022 - Elsevier
Climate change and sustainability have become societal focal points in the last decade.
Consequently, companies have been increasingly characterized by non-financial …

Diversified ESG evaluation by rating agencies and net carbon tax to regain optimal portfolio allocation

N Yoshino, T Yuyama… - Asian Economic Papers, 2023 - direct.mit.edu
Abstract Environmental, Society, and Governance (ESG) investments have become
increasingly popular in recent years, and, at the same time, many rating agencies provide …

On the relationship between financial and sustainable variables: Insights from Graphical Gaussian Model

C Da Fermo, PM Tanzi, M Nicolosi… - The Journal of …, 2024 - diva-portal.org
In recent years, attention toward Environmental, Social and Governance (ESG) issues has
become increasingly important in the investment decision-making process, prompting …

Dynamic dependency between health-care sector and Islamic industry: before, during and after COVID-19 lockdown evidences

S Braiek, H Ben Said - Journal of Financial Reporting and Accounting, 2024 - emerald.com
Purpose This study aims to empirically explore and compare the dynamic dependency
between health-care sector and Islamic industries before, during and after the COVID-19 …

Impact investment intentions of Generation Z: exploring the factors that drive young private investors to decide for environmental, social and governance (ESG) funds

HL Weinbrenner - 2023 - diposit.ub.edu
This study employs multiple linear regression analyses to investigate the factors influencing
Generation Z's (Gen Z) intention to invest in Environmental, Social, and Governance (ESG) …