绘制ESG不确定性和清洁能源之间的不对称动态:一个量子波-小波框架
1Sivas University of Science and Technology, Sivas, Türkiye.
Journal of environmental management
|December 27, 2025
概括
基于ESG的可持续性不确定性指数 (ESGUI) 衡量的可持续性不确定性,显著影响了清洁能源市场. 这些影响是非线性和不对称的,在市场下滑期间尤其负面,影响投资者战略和政策制定.
科学领域:
- 环境,社会和治理 (ESG) 因素
- 金融市场是金融市场.
- 清洁能源经济学 清洁能源经济学
背景情况:
- 可持续性在投资决策中的重要性越来越大.
- 需要了解清洁能源市场波动的驱动因素.
- 基于ESG的可持续性不确定性指数 (ESGUI) 作为一种新的指标.
研究的目的:
- 调查ESGUI对各种清洁能源市场指数的影响.
- 分析这些影响在不同的量度和时间尺度.
- 揭示可持续性不确定性与清洁能源市场表现之间的动态关系.
主要方法:
- 从2015年7月31日到2025年6月30日使用的月度数据.
- 运用量子对量子回归 (QQR),波形量子回归 (WQR) 和量子对量子格兰杰因果关系 (QQGC) 的量子.
- 分析了五个主要的清洁能源指数:GCEI,KCEI,RENIXX,MSCIGA和MSCIACWI IMI.
主要成果:
- 在清洁能源市场上,ESG不确定性表现出异质,非线性和不对称的影响.
- 在市场下滑期间观察到强烈的负面影响,中长期持续的影响.
- ESG不确定性表明预测能力,指导投资者在各种市场条件下的行为.
结论:
- 可持续性不确定性在清洁能源市场中带来了重大风险和机遇.
- 调查结果为投资者风险管理和政策制定者为加速能源转型制定战略提供信息.
- 该研究强调了需要强大的框架来导航与ESG相关的市场动态.
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