Predicting the conditional distribution of US stock market systemic stress : the role of climate risks

Massimiliano Caporin (University of Padova), Petre Caraiani (Institute for Economic Forecasting, Romanian Academy), Oguzhan Cepni (Copenhagen Business School), Rangan Gupta (University of Pretoria)

Year of publication:	[2024]
Authors:	Caporin, Massimiliano ; Caraiani, Petre ; Cepni, Oguzhan ; Gupta, Rangan
Publisher:	Pretoria, South Africa : Department of Economics, University of Pretoria
Subject:	State stock markets \| Systemic stress \| Climate risks \| Quantile predictions \| Klimawandel \| Climate change \| Börsenkurs \| Share price \| Prognoseverfahren \| Forecasting model \| Aktienmarkt \| Stock market \| Risiko \| Risk \| Risikomanagement \| Risk management \| Volatilität \| Volatility

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