Climate risk and financial systems: A nonlinear network connectedness analysisXiaodan Mao, Ping Wei, Xiaohang Ren2023-04-26articleJournal of Environmental Management84 citationsclosedNo readable copy stored yet — this record is metadata only.Sustainable Finance and Green BondsFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 84 citations exist upstream.References1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root1998Generalized impulse response analysis in linear multivariate models2011Better to give than to receive: Predictive directional measurement of volatility spillovers1996Impulse response analysis in nonlinear multivariate models2014On the network topology of variance decompositions: Measuring the connectedness of financial firms1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2016CoVaRCited by2023The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets