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Climate risks and realized volatility of major commodity currency exchange rates
Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of financial markets 62 (2023), pp. 1-19
Persistent link: https://www.econbiz.de/10014226734
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Long-span multi-layer spillovers between moments of advanced equity markets : the role of climate risks
Foglia, Matteo; Plakandaras, Vasilios; Gupta, Rangan; … - 2024
Persistent link: https://www.econbiz.de/10014515694
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Heterogeneous Investor Attention to Climate Risk : Evidence From Korea
Kim, Minki; Park, Hyejin - 2022
We investigate the effect of COVID-19 on the investors’ awareness about climate risk. The COVID-19 have led investors to draw a parallel between pandemic and climate risks, renewing investors’ attention to climate change. Using a novel dataset of trading by each investor types for Korean...
Persistent link: https://www.econbiz.de/10013322168
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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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Assessing the effects of climate change policy on the volatility of carbon prices in reference to the Great Recession
Nigatu, Getachew - In: Journal of environmental economics and policy 5 (2016) 2, pp. 200-215
Persistent link: https://www.econbiz.de/10011735103
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The global impacts of climate change on risk preferences
Howden, Wesley; Levin, Remy - 2022
Persistent link: https://www.econbiz.de/10013283989
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Factor mimicking portfolios for climate risk
De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. - 2024 - This version: March 2024
We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to compute factor mimicking portfolios to build climate risk hedge portfolios. The new mimicking...
Persistent link: https://www.econbiz.de/10014531337
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Factor mimicking portfolios for climate risk
De Nard, Gianluca; Engle, Robert F.; Kelly, Bryan T. - 2023 - This version: March 2023
We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to compute factor mimicking portfolios to build climate risk hedge portfolios. The new mimicking...
Persistent link: https://www.econbiz.de/10014232089
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Commodity prices and volatility in response to anticipated climate change
Nam Anh Tran; Lobell, David B.; Roberts, Michael J.; … - 2015
Persistent link: https://www.econbiz.de/10011450056
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Environmental degradation and output volatility : a global perspective
Majeed, Muhammad Tariq; Mazhar, Maria - In: Pakistan journal of commerce and social sciences 13 (2019) 1, pp. 180-208
This study examines the link between environmental indicators and output volatility unlike the previous literature that … emissions on output volatility in 155 countries over the period 1971-2017. The empirical analysis is based on Pooled Ordinary …), methane (CH4), and total greenhouse gas (GHG) emissions are positively contributing to amplify global output volatility …
Persistent link: https://www.econbiz.de/10012001061