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Climate policy uncertainty and world renewable energy index volatility forecasting
8 references·16 citing·56 second hopsampled
Climate policy uncertainty and world renewable energy index volatility forecasting (2022)Climate policy uncertainty and world rene…Real effects of climate policy: Financial constraints and spillovers (2021)Real effects of climate polic…Climate change, risk factors and stock returns: A review of the literature (2021)Climate change, risk factors …Forecasting oil price realized volatility using information channels from other asset classes (2017)Forecasting oil price realize…The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach (2013)The Importance of the Macroec…Stock Market Volatility and Macroeconomic Fundamentals (2012)Stock Market Volatility and M…The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)The Spline-GARCH Model for Lo…Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Predicting Excess Stock Retur…MIDAS Regressions: Further Results and New Directions (2007)MIDAS Regressions: Further Re…The volatility of global energy uncertainty: Renewable alternatives (2024)The volatility of global ener…Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting (2024)Grid search with a weighted e…Fossil fuels or renewable energy? The dilemma of climate policy choices (2024)Fossil fuels or renewable ene…Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives (2024)Empowering energy transition:…The spillover effect between Chinese crude oil futures market and Chinese green energy stock market (2023)The spillover effect between …The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US (2023)The relationship between clim…The interaction of climate risk and bank liquidity: An emerging market perspective for transitions to low carbon energy (2023)The interaction of climate ri…The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility (2023)The importance of climate pol…Renewable energy, climate policy uncertainty, industrial production, domestic exports/re-exports, and CO2 emissions in the USA: A SVAR approach (2023)Renewable energy, climate pol…How does climate policy uncertainty affect financial markets? Evidence from Europe (2023)How does climate policy uncer…Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching (2023)Exploring the nexus between m…Energy consumption within policy uncertainty: Considering the climate and economic factors (2023)Energy consumption within pol…Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach (2023)Dynamic relationship among cl…Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets? (2023)Do climate policy uncertainty…How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? (2022)How do climate risk and clean…Climate policy uncertainty and stock market volatility: Evidence from different sectors (2022)Climate policy uncertainty an…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)The Econometrics of Financial Markets (1997)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)The Econometrics of Financial Markets (2012)Expectations of Returns and Expected Returns (2014)Empirical Asset Pricing via Machine Learning (2020)Why Does Stock Market Volatility Change Over Time? (1989)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Comparing Predictive Accuracy (1994)Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty? (2017)Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin? (2018)Geopolitical risk and oil volatility: A new insight (2019)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)An intertemporal CAPM with stochastic volatility (2018)Geopolitical risk and dynamic connectedness between commodity markets (2022)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Predicting volatility: getting the most out of return data sampled at different frequencies (2005)New Eurocoin: Tracking Economic Growth in Real Time (2010)Now-Casting and the Real-Time Data Flow (2013)The Pricing of Options and Corporate Liabilities (1973)Dynamic Conditional Correlation (2002)Oil Prices and Stock Markets: A Review of the Theory and Empirical Evidence (2018)The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market (2018)Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models (2019)Specification Tests in Econometrics (1978)Generalized autoregressive conditional heteroskedasticity (1986)Econometric Analysis of Cross Section and Panel Data (2001)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)The Determinants of Stock and Bond Return Comovements (2010)Realized GARCH: a joint model for returns and realized measures of volatility (2011)Innovation and Learning: The Two Faces of R & D (1989)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)New Evidence on Measuring Financial Constraints: Moving Beyond the KZ Index (2010)Banking on Carbon: Corporate Lending and Cap-and-Trade Policy (2020)Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Climate‐related risks in financial assets (2022)When attention to climate change matters: The impact of climate risk disclosure on firm market value (2023)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Assessing the role of competitive intelligence and practices of dynamic capabilities in business accommodation of SMEs (2022)Does green finance development goals affects renewable energy in China (2022)The impact of green economic recovery on economic growth and ecological footprint: A case study in developing countries of Asia (2023)Energy consumption, technological innovation, and economic growth in BRICS: A GMM panel VAR framework analysis (2024)RETRACTED: Green finance and renewable energy growth in developing nations: A GMM analysis (2024)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Can government digital transformation improve corporate energy efficiency in resource-based cities? (2024)Digital transformation of enterprises promotes green technology innovation – The regulated mediation model (2024)Can artificial intelligence technology improve companies' capacity for green innovation? Evidence from listed companies in China (2025)
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References

  • 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
  • 2012Stock Market Volatility and Macroeconomic Fundamentals1,122 cited
  • 2007MIDAS Regressions: Further Results and New Directions1,003 cited
  • 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes878 cited
  • 2021Real effects of climate policy: Financial constraints and spillovers623 cited
  • 2021Climate change, risk factors and stock returns: A review of the literature331 cited
  • 2017Forecasting oil price realized volatility using information channels from other asset classes284 cited
  • 2013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach254 cited

Cited by

  • 2023Exploring the nexus between monetary uncertainty and volatility in global crude oil: A contemporary approach of regime-switching238 cited
  • 2024Empowering energy transition: Green innovation, digital finance, and the path to sustainable prosperity through green finance initiatives203 cited
  • 2023Renewable energy, climate policy uncertainty, industrial production, domestic exports/re-exports, and CO2 emissions in the USA: A SVAR approach197 cited
  • 2022How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?178 cited
  • 2024Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting

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165 cited
  • 2023Dynamic relationship among climate policy uncertainty, oil price and renewable energy consumption—findings from TVP-SV-VAR approach151 cited
  • 2023Energy consumption within policy uncertainty: Considering the climate and economic factors149 cited
  • 2023Do climate policy uncertainty and investor sentiment drive the dynamic spillovers among green finance markets?147 cited
  • 2024The volatility of global energy uncertainty: Renewable alternatives145 cited
  • 2024Fossil fuels or renewable energy? The dilemma of climate policy choices128 cited
  • 2023The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility126 cited
  • 2023The interaction of climate risk and bank liquidity: An emerging market perspective for transitions to low carbon energy120 cited
  • 2023The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US114 cited
  • 2023How does climate policy uncertainty affect financial markets? Evidence from Europe105 cited
  • 2022Climate policy uncertainty and stock market volatility: Evidence from different sectors104 cited
  • 2023The spillover effect between Chinese crude oil futures market and Chinese green energy stock market103 cited