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The Green Bond Premium - does it appear in the European bond market?

Berland, Amanda Raknes; Aass, Benedicte
Master thesis
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URI
https://hdl.handle.net/11250/2686575
Date
2020
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  • Master of Science [963]
Abstract
In this paper, we use general bond information and historical time series data after

the expansion of the green bond market in 2016. We estimate the yield differential

of the green bonds and their conventional twins followed by a regression analysis

to test for the characteristics of the green bond premium. The results show that the

green bond premium is distributed around zero and suggests there is no green

bond premium. Furthermore, the analysis is extended to test the impact of

industries and currencies on the premium. We find a few exceptions to the

repeated zero distribution, most likely due to lack of data in our sample. This

paper contributes with extensive research on the topic of the green bond premium

in the growing green bond market in Europe, in addition to adjustments of the

methodology from previous studies.
Description
Masteroppgave(MSc) in Master of Science in Business, Finance - Handelshøyskolen BI, 2020
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Handelshøyskolen BI

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