Similar Search Results

Does climate policy uncertainty affect tourism demand? : evidence from time-varying causality tests

Apergēs, Nikolaos; Gavriilidis, Konstantinos; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012703087

The pricing of climate transition risk in Europe's equity market

Loyson, Philippe; Luijendijk, Rianne; Wijnbergen, Sweder van - 2023

Persistent link: https://www.econbiz.de/10014325868

Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data

Balcilar, Mehmet; Gupta, Rangan; Pierdzioch, Christian - 2022

Persistent link: https://www.econbiz.de/10013166706

Do climate risks predict US housing returns and volatility? : evidence from a quantiles-based approach

Bouri, Elie; Gupta, Rangan; Marfatia, Hardik A.; Nel, … - 2022

Persistent link: https://www.econbiz.de/10013366537

Climate risks and predictability of the trading volume of gold : evidence from an INGARCH model

Karmakar, Sayar; Gupta, Rangan; Ҫepni, Oğuzhan; … - 2022

Persistent link: https://www.econbiz.de/10013366552

Forecasting national recessions of the United States with state-level climate risks : evidence from model averaging in Markov-switching models

Ҫepni, Oğuzhan; Christou, Christina; Gupta, Rangan - 2022

Persistent link: https://www.econbiz.de/10013435218

The pricing of climate transition risk in Europe's equity market

Loyson, Philippe; Luijendijk, Rianne; Wijnbergen, Sweder van - 2023

We assess whether climate transition risk is priced in Europe's equity market by analysing relative equity returns of high versus low CO2-emitting firms. We use a panel data set covering firm-specific carbon emissions of 1,555 European companies over the period 2005-2019. We add to the existing...

Persistent link: https://www.econbiz.de/10014317319

Effect of temperature on the spread of contagious diseases : evidence from over 2000 years of data

Balcilar, Mehmet; Mukherjee, Zinnia; Gupta, Rangan; … - 2023

Persistent link: https://www.econbiz.de/10014317448

Forecasting the conditional distribution of realized volatility of oil price returns : the role of skewness over 1859 to 2023

Gupta, Rangan; Ji, Qiang; Pierdzioch, Christian; … - 2023

Persistent link: https://www.econbiz.de/10014304985

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