Kobe University Social Science Research Series

ESG Investment in the Global Economy

Authors: Nakajima, T., Hamori, S., He, X., Liu, G., Zhang, W., Zhang, Y., Liu, T.

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  • Presents the history and current status of ESG investment and explains the characteristics as financial securities through the latest empirical analysis methods.
  • Introduces previous studies on ESG investment.
  • Focuses on the relationship between some ESG indexes and the other economic variables, particularly in light of the recent economic environment such as COVID 19.
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eBook 46,00 €
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  • ISBN 978-981-16-2990-7
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About this book

This book introduces environmental, social and governance (ESG) investment and clarifies its characteristics as financial securities. It is forecasted that companies’ ESG information will be reflected in their corporate value as much as their financial information is in the future. The special feature of this book is to reveal the characteristics and impact of ESG investment using various quantitative analyses (e.g. EGARCH, asymmetric DCC, copula, VaR, connectedness, dynamic spillover). This book focuses on the relationship between some ESG indexes and the other economic variables, particularly in light of the recent economic environment (e.g. Global Financial Crisis, COIVID-19 pandemic, crude oil price crash). Readers can grasp a larger picture of ESG investment through a survey of its history and current status, predictions of its future, and interpretation of various empirical analysis results. 


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Table of contents (5 chapters)

Table of contents (5 chapters)
  • ESG Investment

    Pages 1-19

    Nakajima, Tadahiro

  • Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices?

    Pages 21-35

    Zhang, Wenting (et al.)

  • Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach

    Pages 37-52

    He, Xie (et al.)

  • Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold?

    Pages 53-70

    Liu, Tiantian (et al.)

  • How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy?

    Pages 71-100

    Zhang, Yulian (et al.)

Buy this book

eBook 46,00 €
price for Spain (gross)
  • ISBN 978-981-16-2990-7
  • Digitally watermarked, DRM-free
  • Included format: EPUB, PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
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Bibliographic Information

Bibliographic Information
Book Title
ESG Investment in the Global Economy
Authors
Series Title
Kobe University Social Science Research Series
Copyright
2021
Publisher
Springer Singapore
Copyright Holder
The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
eBook ISBN
978-981-16-2990-7
DOI
10.1007/978-981-16-2990-7
Series ISSN
2520-1697
Edition Number
1
Number of Pages
VI, 102
Number of Illustrations
11 b/w illustrations, 22 illustrations in colour
Topics