Pricing Sustainability An Empirical Assessment of the Greenium in Morocco’s Evolving Bond Market

Bibliográfiai részletek
Szerző: Aalaoui Souhaile
További közreműködők: Vallyon Dr. Andrea Júlia
Dokumentumtípus: TDK dolgozat
Kulcsszavak:economic developement
environment
regional development
sustainability
sustainable development
Online Access:http://dolgozattar.uni-bge.hu/60473

MARC

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520 3 |a SOUHAILE AALAOUI Supervisor: Active semester 7 Dr. Vallyon AndreaInternational Business Associate professorBGE KKK BGE KKKPricing Sustainability: An Empirical Assessment of the Greenium in Morocco’s Evolving Bond Market.The study is the first attempt to identify the phenomenon of the greenium in the Moroccan capital market, and to see whether green bonds have a premium price compared to conventional equivalent. The paper evaluates four hypotheses related to the existence of a greenium (H1), its enhancement post-2019 (H2), its difference between corporate and sovereign issuers (H3), and its correlation with bond maturity (H4). The matched-pair design with an exclusive data set of fourteen bonds diversified in sovereign, public agency, and corporate issuers is applied in the analysis to facilitate the external validity of the findings. It uses paired t-tests and multivariate regression of primary market data methodologically. The results are not in line with paradigms. In contrast to the evidence of the developed markets, the study shows no overall greenium (H1) and yields on green bonds occasionally exceed those of their traditional counterparts. Hypothesized relationship between the greenium and the bond maturity (H4) was not strongly proven to be verified, however the findings indicated a special investor calculus in this immature market. Equally, although the impacts of issuer segmentation (H3) were experienced, they were not statistically decisive, and there was no evidence of sustained post-2019 greenium (H2). The research has important theoretical and practical implications, since it proves that the financial advantages of green bonds do not occur automatically but are conditioned by the local market conditions. The primary bond prospectuses and AMMC regulatory reports on which it was based guarantee its comprehensive and open analysis, which offers the Moroccan regulators and financial institutions with a solid evidence base to use to improve the strategy of green finance in the country. 
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