Exploring the unpredictable nature of climate policy uncertainty : an empirical analysis of its impact on commodity futures returns in the United States
Chia-Hsien Tang, Yen-Hsien Lee, Hung-Chun Liu, Guan-Gzhe Zeng
| Year of publication: |
2024
|
|---|---|
| Authors: | Tang, Chia-Hsien ; Lee, Yen-Hsien ; Liu, Hung-Chun ; Zeng, Guan-Gzhe |
| Subject: | climate policy uncertainty | commodity futures | Markov regime-switching model | return volatility | USA | United States | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Klimaschutz | Climate protection | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Kapitaleinkommen | Capital income | Risiko | Risk | Klimapolitik | Climate policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22510 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014553986