Table 1.

Examined assets class and their description

MarketAssetAcronymsSource
Green BondS&P Dow Jones Green Bonds IndexRSPDJGBBloomberg
Barclays MSCI Green Bond IndexRBMSCIGBBloomberg
Energy commodityGeneric 1 Natural GasRG1NGBloomberg
Energy Select Energy select SPDR fundRESPDRBloomberg
StockNew York Stock ExchangeRNYSEBloomberg
Source: Authors’ own presentation

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