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Stock price effects of climate activism : evidence from the first Global Climate Strike

Ramelli, Stefano; Ossola, Elisa; Rancan, Michela - In: The journal of corporate finance : contracting, … 69 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012629687

Climate risks and market efficiency

Hong, Harrison G.; Li, Frank Weikai; Xu, Jiangmin - In: Journal of econometrics 208 (2019) 1, pp. 265-281

Persistent link: https://www.econbiz.de/10012144990

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

Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil : evidence from a quantile-based analysis

Dai, Zhifeng; Zhang, Xiaotong; Yin, Zhujia - In: Energy economics 118 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014247843

Monetary environments and stock returns : international evidence based on the quantile regression technique

Chevapatrakul, Thanaset - In: International review of financial analysis 38 (2015), pp. 83-108

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Extreme dependence between crude oil and stock markets in Asia-Pacific regions : evidence from quantile regression

Zhu, Huiming; Huang, Hui; Peng, Cheng; Yang, Yan - 2016

This paper investigates the extreme dependence between the Asia-Pacific stock markets and the international crude oil market by applying the quantile regression theory and using daily data from January 4th, 2000 to July 4th, 2016. The authors obtain a more detailed result on the degree and...

Persistent link: https://www.econbiz.de/10011561029