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Climate risk and Chinese stock volatility forecasting: Evidence from ESG index · Study

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ArticleClimate risk and Chinese stock volatility forecasting: Evidence from ESG index

Jiqian Wang2023

Article2023

Climate risk and Chinese stock volatility forecasting: Evidence from ESG index

Jiqian Wang · Liang Li

58 citations·0/0 files stored·Finance research letters

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Market Dynamics and Volatility Financial Risk and Volatility Modeling Sustainable Finance and Green Bonds

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References

2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2006Approximately normal tests for equal predictive accuracy in nested models 2019Hedging Climate Change News 2008The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes 2018Climate change challenges for central banks and financial regulators 2021Measuring Climate Policy Uncertainty 2021What do you think about climate finance?2022Climate policy uncertainty and world renewable energy index volatility forecasting

Cited by

2025Climate policy uncertainty and corporate ESG performance: evidence from Chinese listed companies 2025Transitioning to Sustainability: Dynamic Spillovers Between Sustainability Indices and Chinese Stock Market 2024Interpretable machine learning models for ESG stock prices under transition and physical climate risk

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Year2023

Typearticle

Published2023-04-14

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations58

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.frl.2023.103898

openalex_workW4365505098

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