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Research: Capital Market Consequences of Divestment from Thermal Coal

The coal industry is facing great pressure, as it is one of the major contributions to global greenhouse gas (GHG) emissions. According to the IEA (2019), coal-fired electricity generation accounted for 30% of all historic global carbon emissions while it globally remains the main source for electricity generation in 2018 with a share of 38%. McGlade and Ekins (2015) find that to meet the target of a 2 degrees Celsius temperature increase, 80% of current coal reserves need to be left unburned. Thus, companies engaged in coal mining, or which use coal as a production input, for example in electricity production, are in a constant fight to maintain their societal license to operate. In a recently published study, we analyze how capital market reacted to an announcement to divest from thermal coal mining companies, made by the largest asset manager in the world, Blackrock. We construct a global sample and analyze the stock returns of coal mining companies. The results show that large mining companies, especially those headquartered in the US, saw a decrease in their share prices after the announcement.

Moreover, capital markets regarded the announcement as positive for the asset manager, as its shares saw positive abnormal returns on the days after the divestment announcement. Lastly, Blackrock protected its clients from the aftermath of this announcement by lowering its stake in thermal coal miners in the months prior to the announcement.

The full article can be found here: https://doi.org/10.1016/j.frl.2020.101874

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