Green bond and financial markets: Co-movement, diversification and price spillover effects

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What Future for the Green Bond Market? How Can Policymakers, Companies, and Investors Unlock the Potential of the Green Bond Market? (2020, neutral): “Moreover, several empirical works examined green bond pricing (Flammer 2018; Karpf and Mandel 2017; Packer and Ehlers 2017; Reboredo 2018; Zerbib 2018), with a primary focus on the “green bond premium”.”
The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations (2019, background): “19 Recently, Reboredo (2018) has found that green bonds are more associated with treasury and corporate bonds than with clean energy equities or oil.”
Financing environmentally-sustainable projects with green bonds (2019, methodology): “Overall, empirical analyses (Ehlers andPacker, 2017; Zerbib, 2017; Clapp, 2018; Flammer, 2018; Karpf and Mandel, 2018; Reboredo, 2018) have often found evidence of a ‘greenium’, that is, a discount that makes green bonds funded cheaper than other bonds from the same issuer.”
Hedging Strategies of Green Assets against Dirty Energy Assets (2020, background): “Using wavelet methods, Reboredo et al. [12] report evidence of a weak dependence between global oil prices and clean energy stock prices in the short-term, whereas a strong dependence is shown in the long-term, especially after the GFC, which corroborates with Broadstock et al. [29] and Sadorsky [13”