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The stock market effects of committing and setting GHG targets : evidence from the science-based initiative

Guerrero-Escobar, Santiago; Hernández del Valle, Gerardo; … - 2023

targets on public companies' stock price returns and volatility. We find no evidence that committing or setting a target … yields higher returns but contributes to a reduction in price volatility, albeit the impact is short-lived. In view of these …

Persistent link: https://www.econbiz.de/10014438864

Commodity terms of trade volatility and industry growth

Lee, Dongwon - In: European economic review : EER 156 (2023), pp. 1-21

Persistent link: https://www.econbiz.de/10014438999

Indian crude oil market reaction towards Russia-Ukraine war : an empirical study of spot and futures market

Saini, Chanchal; Sharma, Ishwar - In: Thailand and the world economy 41 (2023) 3, pp. 210-224

The paper examines the impact of Russia-Ukraine war news on Indian crude oil spot and futures markets. The event study Methodology is employed to examine the abnormal returns in crude oil spot and futures markets on the Russia-Ukraine War announcement date. For robustness of results, traditional...

Persistent link: https://www.econbiz.de/10014439462

Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market

Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - In: International journal of computational economics and … 13 (2023) 4, pp. 446-489

Persistent link: https://www.econbiz.de/10014439728

Does natural gas volatility affect Bitcoin volatility? : evidence from the HAR-RV model

Omura, Akihiro; Cheung, Adrian Wai Kong; Su, Jen-je - In: Applied economics 56 (2024) 4, pp. 414-425

Persistent link: https://www.econbiz.de/10014440071

Oil price changes and aggregate economic fluctuations : new evidence from the Republic of Korea

Park, Joshua K.; Meng, Xiangcai - In: Applied economics 56 (2024) 5, pp. 501-519

Persistent link: https://www.econbiz.de/10014440086

The risks of trading on cryptocurrencies : a regime-switching approach based on volatility jumps and co-jumping behaviours

Li, Leon - In: Applied economics 56 (2024) 7, pp. 779-795

Persistent link: https://www.econbiz.de/10014440127

COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs

Naeem, Muhammad Abubakr; Sitara Karim; Yarovaya, Larisa; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440746

Oil price volatility and new evidence from news and Twitter

Abdollahi, Hooman - In: Energy economics 122 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014440749

Does carbon price uncertainty affect stock price crash risk? : evidence from China

Ren, Xiaohang; Zhong, Yan; Cheng, Xu; Yan, Cheng; … - In: Energy economics 122 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014440761