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The propagation effect of climate risks on global stock markets : evidence from the time and space domains

Yin, Libo; Cao, Hong - In: Energy economics 132 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015047716

Climate policy uncertainty and stock market volatility : evidence from different sectors

Lv, Wendai; Li, Bin - In: Finance research letters 51 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014304837

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

How does Climate Risk Spillover and Uncertainty Affect US Stock Markets?

Khalfaoui, Rabeh; Mefteh-Wali, Salma; viviani, jean-laurent - 2022

In this study, we attempt to revisit how dependent the US stock market returns are on climate change-related risks (CCRR). In this regard, we use a spillover and connectedness network analysis to assess the strength of the causal effect and transmission pathway of CCRR proxies (green index,...

Persistent link: https://www.econbiz.de/10013406460

Greenhouse gas emissions and the stability of equity markets

Aharon, David Y.; Baig, Ahmed S.; Jacoby, Gady; Wu, Zhenyu - In: Journal of international financial markets, … 92 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014535711

Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices

Iqbal, Najaf; Bouri, Elie; Shahzad, Syed Jawad Hussain; … - In: Energy economics 133 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10015049667

Climate uncertainty and green index volatility : empirical insights from Chinese financial markets

Zhao, Huirong; Luo, Na - In: Finance research letters 60 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10014490216

Climate risks and U.S. stock-market tail risk : a forecasting experiment using over a century of data

Salisu, Afees A.; Gupta, Rangan; Pierdzioch, Christian; … - In: International review of finance : the official journal … 23 (2023) 2, pp. 228-244

Persistent link: https://www.econbiz.de/10014326299

The Impacts of Climate Policy Uncertainty on Return, Volatility, Correlation and Tail Dependence of China's and Us Stock Markets

Xu, Xin; Huang, Shupei; Lucey, Brian M.; Haizhong, An - 2022

, volatility, correlation and tail dependence of China’s and US stock markets are investigated and compared by adopting GARCH (1 …) For China, high CPU decreases current stock market return and increases volatility but decreases it in the future. It … volatility in short term, decreases volatility in 5 months and increases it again after 6 months. Both low and high CPU could …

Persistent link: https://www.econbiz.de/10013289708

Climate risks and stock market volatility over a century in an emerging market economy : the case of South Africa

Wu, Kejin; Karmakar, Sayar; Gupta, Rangan; Pierdzioch, … - 2023

Persistent link: https://www.econbiz.de/10014336437

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