Climate risks and state-level stock market realized volatility
Year of publication: |
2023
|
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Authors: | Bonato, Matteo ; Cepni, Oguzhan ; Gupta, Rangan ; Pierdzioch, Christian |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 66.2023, p. 1-18
|
Subject: | Climate-related predictors | Finance | Prediction models | Realized stock market volatility | State-level data | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Klimawandel | Climate change | Risiko | Risk |
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