Climate risks and stock market volatility spillover : new insights from wavelet and causality methods
Yufeng Chen, Simin Shen, Chuwen Wang
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Yufeng ; Shen, Simin ; Wang, Chuwen |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 58.2025, 3, Art.-No. 37, p. 1-32
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| Subject: | Climate change | Climate risk | Stock market volatility | Time-varying Granger causality test | Wavelet | Klimawandel | Volatilität | Volatility | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Risiko | Risk | Spillover-Effekt | Spillover effect | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-025-09877-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015474325