Dynamic risk management in European energy portfolios: Evolution of the role of clean and carbon markets
This paper examines the potential of clean energy stocks and emission permits to reduce downside risk when combining them in a portfolio with dirty energy assets. We propose a strategy for building portfolios that are well diversified between equity energy and carbon markets that takes into account...
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2022-11-01
|
| Series: | Energy Reports |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352484722025306 |