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Climate risk performance and returns integration of Chinese listed energy companies
16 references·1 citing·52 second hopsampled
Climate risk performance and returns integration of Chinese listed energy companies (2023)Climate risk performance and returns inte…Temperature shocks and industry earnings news (2023)Temperature shocks and indust…Climate Change, Firm Performance, and Investor Surprises (2023)Climate Change, Firm Performa…What do you think about climate finance? (2021)What do you think about clima…Climate change, risk factors and stock returns: A review of the literature (2021)Climate change, risk factors …Attention to Global Warming (2019)Attention to Global WarmingMeasuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…A Climate Stress-Test of the Financial System (2016)A Climate Stress-Test of the …The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Is there dependence and systemic risk between oil and renewable energy stock prices? (2014)Is there dependence and syste…Does the price of oil interact with clean energy prices in the stock market? (2013)Does the price of oil interac…Stock Market Volatility and Macroeconomic Fundamentals (2012)Stock Market Volatility and M…Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis (2011)Stock prices of clean energy …In Search of Attention (2011)In Search of AttentionThere is a risk-return trade-off after all (2005)There is a risk-return trade-…Dynamic asset trees and Black Monday (2003)Dynamic asset trees and Black…CLIMATE RISKS AND FINANCIAL MARKETS: A REVIEW OF THE LITERATURE (2024)CLIMATE RISKS AND FINANCIAL M…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Climate policy uncertainty and world renewable energy index volatility forecasting (2022)Geopolitical risk and dynamic connectedness between commodity markets (2022)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)Experiential Learning : Experience as the Source of Learning and Development (1983)Does Climate Change Affect Real Estate Prices? Only If You Believe In It (2018)The Importance of Climate Risks for Institutional Investors (2019)Climate Finance (2021)Dissecting green returns (2022)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)SRISK: A conditional capital shortfall measure of systemic risk (2017)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)An Intertemporal Capital Asset Pricing Model (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Predicting volatility: getting the most out of return data sampled at different frequencies (2005)The conditional CAPM does not explain asset-pricing anomalies☆ (2006)MIDAS Regressions: Further Results and New Directions (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Noise Trader Risk in Financial Markets (1990)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Economic policy uncertainty: A literature review (2019)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)The theory and practice of corporate finance: evidence from the field (2001)Do Investors Care about Carbon Risk? (2019)Corporate Climate Risk: Measurements and Responses (2020)Climate Risk Disclosure and Institutional Investors (2023)Global non-linear effect of temperature on economic production (2015)Climate Change and Adaptation in Global Supply-Chain Networks (2023)Transition versus physical climate risk pricing in European financial markets: a text-based approach (2024)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2011In Search of Attention3,088 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,384 cited
  • 2016A Climate Stress-Test of the Financial System1,184 cited
  • 2012Stock Market Volatility and Macroeconomic Fundamentals1,122 cited
  • 2019Attention to Global Warming1,122 cited
  • 2005There is a risk-return trade-off after all1,019 cited
  • 2021What do you think about climate finance?706 cited
  • 2023Climate Change, Firm Performance, and Investor Surprises625 cited
  • 2011Stock prices of clean energy firms, oil and carbon markets: A vector autoregressive analysis622 cited
  • 2014Is there dependence and systemic risk between oil and renewable energy stock prices?469 cited
  • 2013Does the price of oil interact with clean energy prices in the stock market?385 cited
  • 2021Climate change, risk factors and stock returns: A review of the literature331 cited
  • 2023Temperature shocks and industry earnings news321 cited

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2003
Dynamic asset trees and Black Monday
304 cited

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  • 2024CLIMATE RISKS AND FINANCIAL MARKETS: A REVIEW OF THE LITERATURE23 cited