The research used a data set based on the performance of 1.8 million mortgages in the UK at the end of 2017.
An analysis by the Bank of England has suggested that mortgages against energy-efficient properties are less frequently in payment arrears.
In a Staff Working Paper written by Benjamin Guin and Perttu Korhonen, a conclusion is made that energy efficiency is a "relevant predictor" of mortgage defaults.
The research used a data set based on the performance of 1.8 million mortgages in the UK at the end of 2017.
It estimated that around 0.93% of residential mortgages against energy-efficient properties are in payment arrears, which is 0.21 percentage points lower than their energy-inefficient counterparts.
This figure compared to 1% of medium energy efficient properties and 1.14% of low energy efficient properties.
In terms of the total share of mortgages in arrears, there were 7% fewer high energy efficient property borrowers falling behind in payments compared to those in medium energy efficient homes.
The report states: "Two mechanisms could be driving this difference.
"On the one hand, energy bills are lower for energy-efficient properties.
"Savings on energy bills could lead to lower arrears rates (“energy savings effect”).
"Alternatively, high-income borrowers could be more likely to take out mortgages against energy-efficient properties."
The research highlights that around 23% of all properties are of high energy efficiency, which is the equivalent of an EPC rating of A, B or C.
Meanwhile almost half (49%) are of medium energy efficiency which is an EPC rating of D, whilst 29% are of low energy efficiency with ratings of D, E and F.
The average age of a borrower at the time of a mortgage application was 37, the average income was £55,000 and the average LTV was 81% according to the report.
