Return
Energy exposure, ESG scores, and stock market resilience to geopolitical energy Shocks
R
DOI:10.1016/j.frl.2026.110591.png)
Abstract
En 中文
• Geopolitical energy shocks are priced through distinct firm exposure channels. • Higher energy intensity predicts lower abnormal returns after Ukraine invasion. • Oil-price sensitivity predicts higher abnormal returns after Hormuz disruption. • Environmental, social and governance scores add limited resilience information.
Journal
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6.9
Papers:
8.9K
Citations:
2.8W
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