Climate risks and forecastability of the weekly state-level economic conditions of the United States
Oguzhan Cepni, Rangan Gupta, Wenting Liao, Jun Ma
| Year of publication: |
2024
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|---|---|
| Authors: | Cepni, Oguzhan ; Gupta, Rangan ; Liao, Wenting ; Ma, Jun |
| Published in: |
International review of finance : the official journal of the Asia Pacific Finance Association and the Nippon Finance Association. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1468-2443, ZDB-ID 2034475-2. - Vol. 24.2024, 1, p. 154-162
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| Subject: | climate risks | dynamic factor model with stochastic volatility | forecasting | panel predictive regression | state-level economic conditions | USA | United States | Prognoseverfahren | Forecasting model | Klimawandel | Climate change | Volatilität | Volatility | Risiko | Risk | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Frühindikator | Leading indicator | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/irfi.12431 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014507523