Strategic Behavior and the Environment > Vol 10 > Issue 1-2

Portfolio Allocation Bias of Oil-based Sovereign Wealth Funds

Kai Lessmann, Potsdam Institute for Climate Impact Research, Germany AND Mercator Research Institute on Global Commons and Climate Change, Germany, lessmann@pik-potsdam.de , Ibrahim Tahri, Potsdam Institute for Climate Impact Research, Germany, Boyan Yanovski, Potsdam Institute for Climate Impact Research, Germany
 
Suggested Citation
Kai Lessmann, Ibrahim Tahri and Boyan Yanovski (2024), "Portfolio Allocation Bias of Oil-based Sovereign Wealth Funds", Strategic Behavior and the Environment: Vol. 10: No. 1-2, pp 129-170. http://dx.doi.org/10.1561/102.00000109

Publication Date: 18 Nov 2024
© 2024 K. Lessmann, I. Tahri and B. Yanovski
 
Subjects
Asset pricing,  Environmental economics,  Public economics,  Climate change
 
Keywords
JEL Codes: G11Q41Q54
Portfolio choiceenergy transitionstrategic behavior
 

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In this article:
Introduction 
The Model 
Calibration 
Numerical Simulations 
Conclusion 
Appendix 
A. Oligopolistic Oil Extraction 
B. Generalized Model 
C. Alternative Calibration Scenarios 
Acknowledgment 
References 

Abstract

Many sovereign wealth funds have expansive portfolios that give them the chance to influence markets through their investment choices. In this study, we analyze how oil extraction as a source of wealth influences portfolio allocation. We find that revenues from oil extraction affect the speculative motive and the hedging motives in opposite ways and create a portfolio allocation bias for oil-based funds. A numerical application of the model disentangles the motives and quantifies the bias. We find a positive bias in the portfolio allocation of an oil-based fund, which is increasing in the correlation of assets. Sensitivity analyzes show which parameters reduce the portfolio bias, turning the bias from "dirty" to "green" for large deviations from the default calibration. When a price on carbon is introduced, the intended reallocation of assets away from the oil-intensive sector is dampened by an amplification of the portfolio bias.

DOI:10.1561/102.00000109