Table 4

Results summary

Global factorQuantile regression insightsMarket phase sensitivity
Green Bond ReturnsConsistently positive across all quantiles; strongest during normal and early bullish phasesSuggests unified performance of green stocks and bonds, reducing diversification potential during moderate/bullish trends
VIXStrongly negative during bearish/normal markets (Q1–Q5); switches to positive in bullish quantiles (notably Q8)Reflects fear-driven flight from ESG in downturns; possible “safe-haven” appeal of green stocks in optimistic markets
OVXPositive during normal (Q4–Q6) and bullish markets (Q7–Q8); insignificant during bearish phasesSupports the “green hedge” hypothesis—oil market instability pushes capital into sustainable stocks during stable times
Global Geopolitical RiskInsignificant across all quantilesIndicates France's ESG index resilience to geopolitical tensions
Climate Transition RisksNegative impact, especially during bullish phasesBull markets favor high-return sectors (e.g. tech, energy); ESG firms face short-term transition costs
Physical Climate RisksStrong negative effect during bearish markets (lowest quantiles)Investors flee climate-exposed assets in downturns, reinforcing ESG underperformance
Source(s): Author’s own elaboration

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