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The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China
16 references·5 citing·39 second hop
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2022Measuring Geopolitical Risk3,788 cited
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  • 2020Sustainable investing in equilibrium2,229 cited
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  • 2019Hedging Climate Change News1,484 cited
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  • 2022Climate Change Concerns and the Performance of Green vs. Brown Stocks638 cited
  • 2022Climate policy uncertainty and the price dynamics of green and brown energy stocks415 cited
  • 2011Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy307 cited
  • 2023Geopolitical risk, climate risk and energy markets: A dynamic spillover analysis

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200 cited
  • 2022Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices187 cited
  • Cited by

    • 2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles84 cited
    • 2025Can corporate climate risk drive digital transformation? Evidence from Chinese heavy-polluting enterprises41 cited
    • 2025How do climate risks affect corporate ESG performance? Micro evidence from China38 cited
    • 2024How does greenness translate into greenium? Evidence from China's green bonds28 cited
    • 2023Impact of Climate Risk on the Financial Performance and Financial Policies of Enterprises24 cited