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Energy exposure, ESG scores, and stock market resilience to geopolitical energy Shocks

delete2026-07-30
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Raymond Kwong
DOI：10.1016/j.frl.2026.110591delete
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Abstract

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

Finance Research Letters cover
Finance Research Letters
IF:
6.9
Papers:
8.9K
Citations:
2.8W

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