... the related literature by exploring the connection between climate risks and green assets in Vietnam. Design/methodology/approach Firstly, by employing the predictive models, I examine the predictive power of climate risks for the returns of green assets in Vietnam between 2010 and 2023 using monthly data...

...Brahim Gaies Purpose The burgeoning literature on climate-related finance suggests that climate change influences financial markets. Building on this foundation, the present study aims to investigate the time-varying predictive power of news related to physical and transition climate risks...