Abstract
This study examines the spillovers between risk premia and returns of commodity (grain, metal, and energy sectors) and equity markets (the U.S., U.K., Germany, and Japan). Risk premia are defined as the difference between implied volatility, skewness, and kurtosis and their realized moments.
Abstract
This report work was commissioned by DBS, the Sustainable Digital Finance Alliance, and UN Environment. This report was written by Ryan K. Merrill and Simon JD Schillebeeckx of Singapore Management University and the Global Mangrove Trust with Sofie Blakstad, founder of hiveonline.
Abstract
With the emergence of sovereign wealth funds (SWFs) around the world managing equity of over $8 trillion, their impact on the corporate landscape and social welfare is being scrutinized. This study investigates whether and how SWFs incorporate environmental, social, and governance (ESG) considerations in their investment decisions
In November 2019, the Monetary Authority of Singapore (MAS) announced a US$2 billion green investments program (GIP) to promote "environmentally sustainable projects and mitigating climate change risks in Singapore and the region". Within a year, the SMU Lee Kong Chian School of Business and the Imperial College Business School launched the MAS-funded Singapore Green Finance Centre (SGFC). Its goals include building "a new ecosystem for sustainable investing in Asia, attracting mainstream investment towards the biggest developmental and economic challenge of our time: climate change". SMU Professor of Finance (Practice) Dave Fernandez and Director of the SMU Sim Kee Boon Institute for Financial Economics (SKBI) explained how the SGFC aims to bridge the gap between research and business, and how the SGFC will be a collaboration between SKBI and the Centre for Climate Finance and Investment at Imperial College London.
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