Abstract
This study investigates the impact of COVID-19 on the volatility of climate-related investments in India. The study evaluates the certainty of investments related to climate change in India. The GARCH (1, 1) model is employed on the CARBONEX index of India. The author has found evidence of increasing volatility due to COVID-19. Also, a large degree of volatility persistency has been exhibited by S&P BSE CARBONEX due to COVID-19. In conclusion of the study, the author discovered that during COVID-19, a rise of 145.75% in unconditional variance was seen.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
