The impacts of climate policy uncertainty on stock markets : comparison between China and the US
Year of publication: |
2023
|
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Authors: | Xu, Xin ; Huang, Shupei ; Lucey, Brian M. ; An, Haizhong |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 88.2023, p. 1-16
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Subject: | Climate policy uncertainty | Distribution lag nonlinear model | Nonlinear and lag effects | Stock market volatility | Upper tail dependence | Börsenkurs | Share price | China | Aktienmarkt | Stock market | Klimaschutz | Climate protection | Risiko | Risk | Theorie | Theory | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | USA | United States | Nichtlineare Regression | Nonlinear regression | Klimawandel | Climate change | Lag-Modell | Lag model | ARCH-Modell | ARCH model |
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