De-risking of green investments through a green bond market -- empirics and a dynamic model

DOI10.1016/J.JEDC.2021.104201zbMath1475.91349OpenAlexW3187810796MaRDI QIDQ2246776

J. P. Braga, Dieter Grass, Willi Semmler

Publication date: 16 November 2021

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: http://pure.iiasa.ac.at/id/eprint/16666/1/WP-20-014.pdf

zbMATH Keywords

innovationgreen bondsde-riskingclimate finance

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Uses Software

• NMPC
• YANE

Cites Work

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