Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability DOI

Yu-fan Wan,

Ming-hui Wang,

Fenglin Wu

et al.

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: unknown, P. 102343 - 102343

Published: Dec. 1, 2024

Language: Английский

Carbon risk and debt financing: An international perspective DOI
Xiaohang Ren, Wenqi Li, Kun Duan

et al.

Journal of International Money and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103294 - 103294

Published: Feb. 1, 2025

Language: Английский

Citations

6
Climate versus economic policy uncertainties: Opposite implications for firm investment and firm value DOI
Qiubin Huang

SSRN Electronic Journal, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 1, 2025

We uncover the opposite effects of climate policy uncertainty (CPU) and economic (EPU) on firm investment value. Based a sample Chinese listed firms, we find that CPU is negatively associated with while EPU positively investment. attribute different associations to inherent motivations behind (economic) polices tend inhibit (encourage) for sake green development (economic growth). further have value, acts as common channel through which affect Our results suggest high improves (impairs) value partly by inhibiting (encouraging)

Language: Английский

Citations

0
Climate Risks and the Connectedness between Clean and Dirty Energy Markets DOI
Jiejun Huang, Zhenhua Liu, Kun Guo

et al.

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 106799 - 106799

Published: Jan. 1, 2025

Language: Английский

Citations

0
Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market DOI
Baifan Chen,

Jionghao Huang,

Lulu Tang

et al.

International Review of Financial Analysis, Journal Year: 2025, Volume and Issue: unknown, P. 104128 - 104128

Published: March 1, 2025

Language: Английский

Citations

0
Clean energy stock returns forecasting using a large number of predictors: which play important roles? DOI

X. Liu,

Binxu Wang,

J.M. Xue

et al.

China Finance Review International, Journal Year: 2025, Volume and Issue: unknown

Published: May 15, 2025

Purpose Clean energy stocks have recently received significant attention from both investors and researchers, reflecting their growing importance in financial markets. This paper forecasts clean stock (CES) returns using many predictors, including technical, macroeconomic, climate risk predictors. The goal is to reveal how different predictor groups work time-varying patterns. Design/methodology/approach study establishes a robust forecasting framework monthly data the WilderHill Energy Index, spanning January 2009 December 2023, integrates 56 predictors across four categories. To address multicollinearity identify key drivers, applies advanced shrinkage methods, regularization, quantile regression model combination. offers dynamic solution for CES returns. Findings identifies macroeconomic as most stable powerful drivers of returns; Chicago Fed National Activity Index (CFNAI) particularly important indicator. Climate show temporal variability, while technical are more during market volatility. A group-level analysis highlights variables accuracy. play critical roles specific periods. Medium-term dynamics (2–4 months) associated with strongest impact on performance. Originality/value introduces novel approach by integrating diverse addresses research gaps, given previous focus traditional or single-model frameworks. further examines grouping, component selection, rolling windows horizons increasing prediction accuracy describing interactions driving

Language: Английский

Citations

0
Impact of policy uncertainty on stock market volatility in the China's low-carbon economy DOI
Liping Liu, Zheng Lü, Seong‐Min Yoon

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: unknown, P. 108056 - 108056

Published: Nov. 1, 2024

Language: Английский

Citations

1
Spillover among biodiversity attention, climate policy uncertainty and global stock markets DOI
Dandan Ma, Qiang Ji, Dayong Zhang

et al.

Finance research letters, Journal Year: 2024, Volume and Issue: 73, P. 106627 - 106627

Published: Dec. 10, 2024

Language: Английский

Citations

1
Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability DOI

Yu-fan Wan,

Ming-hui Wang,

Fenglin Wu

et al.

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: unknown, P. 102343 - 102343

Published: Dec. 1, 2024

Language: Английский

Citations

0