Template-Type: ReDIF-Article 1.0 
Author-Name: Emeka Akpa
Author-Name:  Ismaila Okunoye
Author-Name:  Maxwell Jimmy
Author-Name:  Sheriff Badmus
Author-Email:  adeleye013@gmail.com
Author-Workplace-Name:  Centre for Econometrics and Applied Research, Nigeria
Title: Persistence of Green Asset Returns, Fossil Fuel Returns, and Climate Policy Uncertainty
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.
Classification-JEL:  Q54 ,O13 ,D18
Keywords:  Climate policy uncertainty, Persistence
Journal:  Energy RESEARCH LETTERS
Pages: 1-5
Volume: 4
Issue: 4
Year:  2024
DOI:  2024/07/09
File-URL:  https://erl.scholasticahq.com/api/v1/articles/73217-persistence-of-green-asset-returns-fossil-fuel-returns-and-climate-policy-uncertainty.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:94