ESG Investment in the Global Economy
Authors: Nakajima, T., Hamori, S., He, X., Liu, G., Zhang, W., Zhang, Y., Liu, T.Free Preview
- 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.
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
- 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.
- About the authors
- Table of contents (5 chapters)
Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices?
Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach
Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold?
How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy?
Table of contents (5 chapters)
- Bibliographic Information
- Book Title
- ESG Investment in the Global Economy
- Tadahiro Nakajima
- Shigeyuki Hamori
- Xie He
- Guizhou Liu
- Wenting Zhang
- Yulian Zhang
- Tiantian Liu
- Series Title
- Kobe University Social Science Research Series
- Springer Singapore
- Copyright Holder
- The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.
- eBook ISBN
- Series ISSN
- Edition Number
- Number of Pages
- VI, 102
- Number of Illustrations
- 11 b/w illustrations, 22 illustrations in colour