Financial Markets and Carbon Dioxide Emissions

55 Pages Posted: 13 Jul 2021

See all articles by Ben R. Marshall

Ben R. Marshall

Massey University - School of Economics and Finance

Nhut H. Nguyen

Auckland University of Technology

Nuttawat Visaltanachoti

Massey University - Department of Economics and Finance

Date Written: July 12, 2021

Abstract

This report considers the impact of carbon dioxide (CO2) emissions on financial markets. The following questions are addressed:
• Should CO2 emissions impact stock returns?
• Do CO2 emissions impact stock returns?
• Should CO2 emissions impact bond yields and do they?
• What are the implications of CO2 emissions for asset management?

Keywords: Financial Markets, Carbon Dioxide Emissions

JEL Classification: G10, G11, G18

Suggested Citation

Marshall, Ben R. and Nguyen, Nhut H. and Visaltanachoti, Nuttawat, Financial Markets and Carbon Dioxide Emissions (July 12, 2021). Available at SSRN: https://ssrn.com/abstract=3884639 or http://dx.doi.org/10.2139/ssrn.3884639

Ben R. Marshall (Contact Author)

Massey University - School of Economics and Finance ( email )

Private Bag 11-222
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Nhut H. Nguyen

Auckland University of Technology ( email )

55 Wellesley St East
Auckland, Auckland 1010
New Zealand
+64 9 921 9999 (Phone)

Nuttawat Visaltanachoti

Massey University - Department of Economics and Finance ( email )

School of Economics and Finance
Private Bag 102904, NSMC
Auckland
New Zealand
64 9 414 0800 (43169) (Phone)
64 9 441 8177 (Fax)

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