Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Jiqian Wang, Liang Li
| Year of publication: |
2023
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|---|---|
| Authors: | Wang, Jiqian ; Li, Liang |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 55.2023, 1, p. 1-5
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| Subject: | Climate risk | Climate uncertainty | ESG | Volatility forecasting | Volatilität | Volatility | Klimawandel | Climate change | Risiko | Risk | China | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Corporate Social Responsibility | Corporate social responsibility | Welt | World | Nachhaltige Kapitalanlage | Sustainable investment | Kapitalmarktrendite | Capital market returns | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103898 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014473275