Predicting the conditional distribution of US stock market systemic Stress : the role of climate risks
Massimiliano Caporin, Petre Caraiani, Oguzhan Cepni, Rangan Gupta
| Year of publication: |
2025
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|---|---|
| Authors: | Caporin, Massimiliano ; Caraiani, Petre ; Cepni, Oguzhan ; Gupta, Rangan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 101.2025, Art.-No. 102156, p. 1-21
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| Subject: | Climate risks | Quantile predictions | State stock markets | Systemic stress | Klimawandel | Climate change | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Risiko | Risk | Risikomanagement | Risk management | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2025.102156 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015412359