Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Jacobus Nel, Rangan Gupta, Mark E. Wohar and Christian Pierdzioch
| Year of publication: |
2024
|
|---|---|
| Authors: | Nel, Jacobus ; Gupta, Rangan ; Wohar, Mark E. ; Pierdzioch, Christian |
| Published in: |
Climate change economics : CCE. - Singapore [u.a.] : World Scientific Publ., ISSN 2010-0086, ZDB-ID 2558578-2. - Vol. 15.2024, 4, Art.-No. 2450003, p. 1-40
|
| Subject: | Climate risks | commodities | higher-order nonparametric causality-in-quantiles test | returns and volatility predictions | Volatilität | Volatility | Klimawandel | Climate change | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Risiko | Risk | Börsenkurs | Share price | Welt | World | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2010007824500039 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015196824