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Technology shocks and crude oil market connection : the role of climate change
Salisu, Afees A.; Isah, Kazeem; Oloko, Tirimisiyu O. - In: Energy economics 130 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014559268
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Climate change and fossil fuel prices : a GARCH-MIDAS analysis
Tumala, Mohammed M.; Salisu, Afees A.; Nmadu, Yaaba B. - In: Energy economics 124 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014484016
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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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The role of data and priors in estimating climate sensitivity
Ikefuji, Masako; Magnus, Jan R.; Vasnev, Andrey L. - 2023
data contain much less information than one might think, due to the presence of correlation. We conclude that the prior in …
Persistent link: https://www.econbiz.de/10014451903
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Spatial Correlation, Trade, and Inequality : Evidence from the Global Climate
Dingel, Jonathan I. - 2019
This paper shows that greater global spatial correlation of productivities can increase cross-country welfare … dispersion by increasing the correlation between a country's productivity and its gains from trade. We causally validate this …
Persistent link: https://www.econbiz.de/10012892983
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Spatial Correlation, Trade, and Inequality : Evidence from the Global Climate
Dingel, Jonathan I. - 2019
This paper shows that greater global spatial correlation of productivities can increase cross-country welfare … dispersion by increasing the correlation between a country's productivity and its gains from trade. We causally validate this …
Persistent link: https://www.econbiz.de/10012894995
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Spatial Correlation, Trade, and Inequality : Evidence from the Global Climate
Dingel, Jonathan I. - 2019
This paper shows that greater global spatial correlation of productivities can increase cross-country welfare … dispersion by increasing the correlation between a country's productivity and its gains from trade. We causally validate this …
Persistent link: https://www.econbiz.de/10012479403
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Temperature anomalies, radiative forcing and ENSO
Morana, Claudio; Sbrana, Giacomo - 2017
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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Some financial implications of global warming : an empirical assessment
Morana, Claudio; Sbrana, Giacomo - 2018
Concurrent with the rapid development of the market for catastrophe (cat) bonds, a steady decline in their risk premia has been observed. Whether the latter trend is consistent with the evolution of natural disasters risk is an open question. Indeed, a large share of outstanding risk capital in...
Persistent link: https://www.econbiz.de/10011794444
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Climate events and return comovement
Ma, Rui; Marshall, Ben R.; Nguyen, Hung T.; Nguyen, Nhut; … - In: Journal of financial markets 61 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013540591