Persistence of Green Asset Returns, Fossil Fuel Returns, and Climate Policy Uncertainty

Emeka Akpa, Ismaila Okunoye, Maxwell Jimmy and Sheriff Badmus ()
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Sheriff Badmus: Centre for Econometrics and Applied Research, Nigeria

Energy RESEARCH LETTERS, 2024, vol. 4, issue 4, 1-5

Abstract: The study uses a novel approach to test for the persistence of green asset returns, fossil fuel returns, and climate policy uncertainty. We find evidence of persistence in the series when asymmetries are considered in our test. The fossil fuel returns and climate policy uncertainty have no effect on the persistence of sustainable green asset returns. Policies around climate policy uncertainty and green asset returns should be long term.

Keywords: Climate policy uncertainty; Persistence (search for similar items in EconPapers)
JEL-codes: D18 O13 Q54 (search for similar items in EconPapers)
Date: 2024
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