Cited by Climate change and U.S. Corporate bond market activity: A machine learning approach

Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets DOI

Hongjun Zeng, Mohammad Zoynul Abedin, Abdullahi D. Ahmed

и другие.

Journal of Futures Markets, Год журнала: 2025, Номер unknown

Опубликована: Апрель 2, 2025

ABSTRACT This paper aims to study the dynamic risk connection between Climate Policy Uncertainty Index (CPU) of United States and grain commodity market. Our findings denote that (a) quantile spillover is stronger at extreme than median levels, underscoring value systematic spillovers in market conditions. (b) Wavelet coherence analysis proposes structure CPU with heterogeneous time–frequency scales. (c) Under conditions stability, CPU's capability predict risks most segmented markets was not as pronounced scenarios. (d) The major commodities under diverse states were significantly influenced by climate change. Results from this have practical implications for investors managing climate‐related exposures will also assist policymakers developing countries develop a sensible policy package.

Язык: Английский

Процитировано

Examining Perceived Spillovers among Climate Risk, Fossil Fuel, Renewable Energy, and Carbon Markets: A Higher-Order Moment and Quantile Analysis DOI

Jinxin Cui, Aktham Maghyereh

Journal of commodity markets, Год журнала: 2025, Номер unknown, С. 100470 - 100470

Опубликована: Март 1, 2025

Язык: Английский

Процитировано

Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets DOI

Gaoxiu Qiao, Ying Wang, Wenwen Liu

и другие.

Research in International Business and Finance, Год журнала: 2025, Номер unknown, С. 102863 - 102863

Опубликована: Март 1, 2025

Язык: Английский

Процитировано

Tail risk contagion among climate risk, EPU, and global financial markets DOI

Xiaonan Wang, Shaofang Li, Qinen Gu

и другие.

Applied Economics Letters, Год журнала: 2025, Номер unknown, С. 1 - 9

Опубликована: Март 26, 2025

Процитировано

Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method DOI

Yinhong Yao,

Zhuoqi Feng,

Xueyong Liu

и другие.

International Review of Financial Analysis, Год журнала: 2025, Номер unknown, С. 104175 - 104175

Опубликована: Апрель 1, 2025

Язык: Английский

Процитировано

Facilitating or inhibiting? The impact of climate policy uncertainty on enterprises' ESG performance in China DOI

Qiuying Han,

Gao Hong-ying

Economic Analysis and Policy, Год журнала: 2025, Номер unknown

Опубликована: Апрель 1, 2025

Язык: Английский

Процитировано

Climate risk and corporate maturity mismatch: international evidence DOI

Xin Yang,

Kaixin Pu,

Chen Lin

и другие.

Applied Economics, Год журнала: 2025, Номер unknown, С. 1 - 18

Опубликована: Май 9, 2025

Язык: Английский

Процитировано

Financial Markets and Environmental Risks: Unveiling the Impact of Climate Uncertainty DOI

Shoaib Ali,

XU Xiao-yang,

Samar S. Alharbi

и другие.

Research in International Business and Finance, Год журнала: 2025, Номер unknown, С. 102998 - 102998

Опубликована: Май 1, 2025

Язык: Английский

Процитировано

How Financial Markets Respond to Climate Policy Uncertainty: A Dynamic Resilience Analysis DOI

Xiaoyang Yao,

Sairidaer Maimaitijiang,

Jianfeng Li

и другие.

Journal of commodity markets, Год журнала: 2025, Номер unknown, С. 100490 - 100490

Опубликована: Июнь 1, 2025

Язык: Английский

Процитировано

Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S. DOI

Amin Sokhanvar, Shawkat Hammoudeh

International Review of Economics & Finance, Год журнала: 2024, Номер 94, С. 103376 - 103376

Опубликована: Май 30, 2024

Язык: Английский

Процитировано