Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data
Afees A. Salisu, Christian Pierdzioch, Rangan Gupta, Reneé van Eyden
| Year of publication: |
2023
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|---|---|
| Authors: | Salisu, Afees A. ; Gupta, Rangan ; Pierdzioch, Christian ; Van Eyden, Reneé |
| 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. 23.2023, 2, p. 228-244
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| Subject: | asymmetric loss | climate risks | forecasting | stock market | tail risks | Prognoseverfahren | Forecasting model | Risiko | Risk | Klimawandel | Climate change | USA | United States | Börsenkurs | Share price | Aktienmarkt | Stock market | Risikomanagement | Risk management | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Prognose | Forecast | Risikomaß | Risk measure | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Online first; First published: 21 October 2022 |
| Other identifiers: | 10.1111/irfi.12397 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326299