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Climate risk and Chinese stock volatility forecasting : evidence from ESG index
Wang, Jiqian; Li, Liang - In: Finance research letters 55 (2023) 1, pp. 1-5
Persistent link: https://www.econbiz.de/10014473275
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Forecasting stock returns volatility of the G7 over centuries : the role of climate risks
Bouri, Elie; Gupta, Rangan; Liphadzi, Asingamaanda; … - 2024
Persistent link: https://www.econbiz.de/10014553267
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - In: Energy economics 97 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
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Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat; … - In: Energy economics 54 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662798
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Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli; Kang, Jian; Teräsvirta, Timo; Zhang, Shuhua - 2019
Persistent link: https://www.econbiz.de/10012316892
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Return volatility, correlation, and hedging of green and brown stocks : is there a role for climate risk factors?
Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing - 2023
Persistent link: https://www.econbiz.de/10013482253
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Temperature anomalies, radiative forcing and ENSO
Morana, Claudio; Sbrana, Giacomo - 2017
effects. We also document the feature of time-varying volatility of temperature anomalies and SOI, which is well described by … an IGARCH process. By means of a new dynamic conditional correlation model (SP-DCC), we finally document the presence of … time-varying conditional correlations relating temperature anomalies across various zones and SOI. The correlation pattern …
Persistent link: https://www.econbiz.de/10011614201
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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - In: Climate change economics : CCE 15 (2024) 4, pp. 1-40
Persistent link: https://www.econbiz.de/10015196824
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Climate risks and predictability of commodity returns and volatility : evidence from over 750 years of data
Nel, Jacobus; Gupta, Rangan; Wohar, Mark E.; … - 2022
Persistent link: https://www.econbiz.de/10013387607
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Climate change investing and COVID-19 : evidence from return volatility
Bangur, Peeyush - In: International journal of green economics : IJGE 16 (2022) 3, pp. 235-245
Persistent link: https://www.econbiz.de/10014312294