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Forecasting volatility by integrating financial risk with environmental, social, and governance risk

Citations

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Cited by:

  1. Rodrigo Zeidan, 2022. "Why don't asset managers accelerate ESG investing? A sentiment analysis based on 13,000 messages from finance professionals," Business Strategy and the Environment, Wiley Blackwell, vol. 31(7), pages 3028-3039, November.
  2. Barbosa, Anrafel de Souza & Crispim, Maria Cristina & da Silva, Luiz Bueno & da Silva, Jonhatan Magno Norte & Barbosa, Aglaucibelly Maciel & Correia, Lucas Miguel Alencar de Morais & Morioka, Sandra N, 2025. "Empirical analysis of workers' perceptions of ESG impacts on corporate sustainability performance: A methodological innovation combining the PLS-SEM, PROMETHEE-ROC and FIMIX-PLS methods," Technological Forecasting and Social Change, Elsevier, vol. 215(C).
  3. Janßen, Niklas, 2025. "Integrating sustainability in risk management and internal control systems: An empirical assessment of ESG reporting of German DAX40 firms," Junior Management Science (JUMS), Junior Management Science e. V., vol. 10(4), pages 858-875.
  4. Zhang, Dongyang, 2023. "Does green finance really inhibit extreme hypocritical ESG risk? A greenwashing perspective exploration," Energy Economics, Elsevier, vol. 121(C).
  5. Rega, Federico Giovanni & Russo, Simona & Salerno, Dario, 2025. "Disentangling the S and the G in the European banking industry: The role of climate risk and opportunity awareness," Research in International Business and Finance, Elsevier, vol. 77(PB).
  6. Wang, Zhen & Tang, Pei, 2024. "Substantive digital innovation or symbolic digital innovation: Which type of digital innovation is more conducive to corporate ESG performance?," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1212-1228.
  7. Chunling Zhu & Ruixin Zeng & Ruxi Wang & Yihui Xiao, 2023. "Corporate social responsibility and chief executive officer wrongdoing: A fraud triangle perspective," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 30(2), pages 874-888, March.
  8. Dev, Dhairya & Sharma, Gagan Deep & Gupta, Mansi & Tiwari, Aviral Kumar, 2025. "Sustainable finance in action: A comprehensive framework for policy and practice integration," International Review of Economics & Finance, Elsevier, vol. 103(C).
  9. Helena Redondo & Elisa Aracil, 2024. "Climate‐related credit risk: Rethinking the credit risk framework," Global Policy, London School of Economics and Political Science, vol. 15(S1), pages 21-33, March.
  10. Sérgio Resende & Ariadna Monje‐Amor & Nuria Calvo, 2024. "Enterprise risk management and firm performance: The mediating role of corporate social responsibility in the European Union region," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(4), pages 2852-2864, July.
  11. Suparna Biswas & Rituparna Sen, 2025. "Portfolio Optimization for Index Tracking with Constraints on Downside Risk and Carbon Footprint," Papers 2512.21092, arXiv.org.
  12. Paolo Saona & Pablo San Martín, 2026. "Revisiting the Default Risk‐ESG Relationship: New Evidence in European Markets," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 33(1), pages 129-168, January.
  13. Barbara Iannone & Pierdomenico Duttilo & Stefano Antonio Gattone, 2025. "Evaluating the Resilience of ESG Investments in European Markets During Turmoil Periods," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(4), pages 5006-5020, July.
  14. Kiran, Madiha & Chughtai, Sumayya & Naeem, Muhammad Abubakr, 2024. "Navigating greenwashing in the G8: Insights into family-owned firms, technology innovation, and economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 71(C).
  15. Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2023. "Integrating ESG risks into value-at-risk," Finance Research Letters, Elsevier, vol. 55(PA).
  16. Deng, Xiang & Li, Weihao & Ren, Xiaohang, 2023. "More sustainable, more productive: Evidence from ESG ratings and total factor productivity among listed Chinese firms," Finance Research Letters, Elsevier, vol. 51(C).
  17. Kun Luo & Yuanrui Huang & Yi Lv, 2024. "Non‐state shareholder governance and corporate sustainability: Evidence from environmental, social and governance ratings," Sustainable Development, John Wiley & Sons, Ltd., vol. 32(1), pages 211-226, February.
  18. Jun, Xiao & Ai, Junwei & Zheng, Lingfeng & Lu, Meiting & Wang, Jianye, 2024. "Impact of information technology and industrial development on corporate ESG practices: Evidence from a pilot program in China," Economic Modelling, Elsevier, vol. 139(C).
  19. Nejla Ould Daoud Ellili, 2022. "Impact of environmental, social and governance disclosure on dividend policy: What is the role of corporate governance? Evidence from an emerging market," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(5), pages 1396-1413, September.
  20. Wang, Zhen & Chu, Erming & Hao, Yukai, 2024. "Towards sustainable development: How does ESG performance promotes corporate green transformation," International Review of Financial Analysis, Elsevier, vol. 91(C).
  21. Husam Ananzeh & Amin Khalifeh & Hamza Alqudah & Hassan Ali Al‐Ababneh & Hamzeh Al Amosh, 2025. "ESG rating, corporate dividends policy, and the moderating role of corporate life cycle: Cross country study," International Studies of Economics, John Wiley & Sons, vol. 20(3), pages 297-321, September.
  22. Hamzeh F. Assous, 2022. "Saudi Green Banks and Stock Return Volatility: GLE Algorithm and Neural Network Models," Economies, MDPI, vol. 10(10), pages 1-18, October.
  23. Giovanni Catello Landi & Francesca Iandolo & Antonio Renzi & Andrea Rey, 2022. "Embedding sustainability in risk management: The impact of environmental, social, and governance ratings on corporate financial risk," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 29(4), pages 1096-1107, July.
  24. Robert Engle & Marina Brogi & Nicola Cucari & Valentina Lagasio, 2021. "Environmental, Social, Governance: Implications for businesses and effects for stakeholders," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 28(5), pages 1423-1425, September.
  25. Jiajia Liu & Zhenzhen Ge & Yahan Wang, 2024. "Role of environmental, social, and governance rating data in predicting financial risk and risk management," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(1), pages 260-273, January.
  26. Capelli, Paolo & Ielasi, Federica & Russo, Angeloantonio, 2024. "Measuring ESG risks in multi-asset portfolios: Decomposing VaRESG into CVaRESG," Finance Research Letters, Elsevier, vol. 66(C).
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