Abstract
This paper investigates the impact of climate policy uncertainty (CPU) on clean energy, green, and environmentally and socially responsible (ESG) investment markets utilizing a novel quantile-on-quantile connectedness approach developed by Gabauer and Stenfors (2024). Empirical findings indicate (i) the resilience of green bonds to CPU, (ii) the high sensitivity of the clean energy sector to CPU dynamics, and (iii) the vulnerability of ESG investment to high CPU. The findings have several important implications for investors, financial analysts, and policymakers.
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