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News implied volatility and disaster concerns

Manela, Asaf; Moreira, Alan - In: Journal of financial economics 123 (2017) 1, pp. 137-162

Persistent link: https://www.econbiz.de/10011725186

Economic disasters and aggregate investment

Ćorić, Bruno; Šimić, Vladimir - In: Empirical economics : a quarterly journal of the … 61 (2021) 6, pp. 3087-3124

Persistent link: https://www.econbiz.de/10012664783

Pricing Poseidon : extreme weather uncertainty and firm return dynamics

Kruttli, Mathias S.; Roth Tran, Brigitte; Watugala, … - 2019

Persistent link: https://www.econbiz.de/10012102573

The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets

Li, Ping; Tang, Huailin; Liao, Jingchi - In: China finance review international 5 (2015) 3, pp. 277-302

Persistent link: https://www.econbiz.de/10011391745

Commodity price volatility under regulatory changes and disaster

Marvasti, Akbar; Lamberte, Antonio - In: Journal of empirical finance 38 (2016), pp. 355-361

Persistent link: https://www.econbiz.de/10011664764

Pricing Poseidon : extreme weather uncertainty and firm return dynamics

Kruttli, Mathias S.; Roth Tran, Brigitte; Watugala, … - 2019

We investigate the uncertainty dynamics surrounding extreme weather events through the lens of option and stock markets by identifying market responses to the uncertainty regarding both potential hurricane landfall and subsequent economic impact. Stock options on firms with establishments...

Persistent link: https://www.econbiz.de/10012181922