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Climate risks and state-level stock market realized volatility · Study

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ArticleClimate risks and state-level stock market realized volatility

Oğuzhan Çepni2023

OA

Articlegreen2023

Climate risks and state-level stock market realized volatility

Oğuzhan Çepni · Rangan Gupta · Christian Pierdzioch

64 citations·0/0 files stored·Journal of Financial Markets

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios 2008A Simple Approximate Long-Memory Model of Realized Volatility 2006Rare Disasters and Asset Markets in the Twentieth Century*2004Power and Bipower Variation with Stochastic Volatility and Jumps 2001The Geography of Investment: Informed Trading and Asset Prices 2019Hedging Climate Change News 1988The equity risk premium a solution

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2024Central banks and climate risks: Where we are and where we are going?

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Details

Year2023

Typearticle

Published2023-07-21

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations64

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.finmar.2023.100854

openalex_workW4385077141

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