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Global climate change and commodity markets: A hedging perspective
16 references·0 citing·48 second hop
Global climate change and commodity markets: A hedging perspective (2023)Global climate change and commodity marke…The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus (2021)The rise in investors’ awaren…Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Is Gold a Hedge or a Safe-Hav…Hedging Climate Change News (2019)Hedging Climate Change NewsGold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)Gold and crude oil as safe-ha…An Inconvenient Cost: The Effects of Climate Change on Municipal Bonds (2018)An Inconvenient Cost: The Eff…Fair weather or foul? The macroeconomic effects of El Niño (2017)Fair weather or foul? The mac…Let's Talk About the Weather: The Impact of Climate Change on Central Banks (2016)Let's Talk About the Weather:…CoVaR (2016)CoVaRA Climate Stress-Test of the Financial System (2016)A Climate Stress-Test of the …Systemic risk in European sovereign debt markets: A CoVaR-copula approach (2014)Systemic risk in European sov…Estimating stock market volatility using asymmetric GARCH models (2008)Estimating stock market volat…The Economics of Climate Change (2007)The Economics of Climate Chan…Coherent Measures of Risk (1999)Coherent Measures of RiskAn Overview of Value at Risk (1997)An Overview of Value at RiskHourly volatility spillovers between international equity markets (1994)Hourly volatility spillovers …Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Price discovery and volatility spillovers in the DJIA index and futures markets (1999)Dynamic stock market integration driven by the European Monetary Union: An empirical analysis (2005)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)The Behavior of Stock-Market Prices (1965)Transmission of Volatility between Stock Markets (1990)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)The Pricing of Options and Corporate Liabilities (1973)Modeling and Forecasting Realized Volatility (2001)Portfolio optimization with conditional value-at-risk objective and constraints (2001)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Greenhouse-gas emission targets for limiting global warming to 2 °C (2009)Systemic risk in banking ecosystems (2011)The geographical distribution of fossil fuels unused when limiting global warming to 2 °C (2015)Climate change challenges for central banks and financial regulators (2018)Climate Change, Financial Stability and Monetary Policy (2018)Climate Risks and Financial Stability (2020)The Economics of Climate Change (2010)In Search of Attention (2011)Real effects of climate policy: Financial constraints and spillovers (2021)What do you think about climate finance? (2021)Climate Risk and Capital Structure (2023)A Mathematical Theory of Saving (1928)A Sociology of Quantification (2008)The greenness of cities: Carbon dioxide emissions and urban development (2009)Social and economic impacts of climate (2016)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Dynamic Conditional Correlation (2002)COVID–19 media coverage and ESG leader indices (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)Evaluating Interval Forecasts (1998)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2007The Economics of Climate Change8,347 cited
  • 2016CoVaR2,395 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2019Hedging Climate Change News1,484 cited
  • 1997An Overview of Value at Risk1,320 cited
  • 2016A Climate Stress-Test of the Financial System1,184 cited
  • 2018An Inconvenient Cost: The Effects of Climate Change on Municipal Bonds791 cited
  • 2020Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis?526 cited
  • 1994Hourly volatility spillovers between international equity markets389 cited
  • 2016Let's Talk About the Weather: The Impact of Climate Change on Central Banks327 cited
  • 2008Estimating stock market volatility using asymmetric GARCH models274 cited
  • 2014Systemic risk in European sovereign debt markets: A CoVaR-copula approach260 cited
  • 2021The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus246 cited
  • 2019Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach245 cited

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  • 2017Fair weather or foul? The macroeconomic effects of El Niño226 cited
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