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Interpretable machine learning models for ESG stock prices under transition and physical climate risk
16 references·0 citing·46 second hopsampled
Interpretable machine learning models for ESG stock prices under transition and physical climate risk (2024)Interpretable machine learning models for…Dissecting climate risks: Are they reflected in stock prices? (2023)Dissecting climate risks: Are…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskClimate Change Concerns and the Performance of Green vs. Brown Stocks (2022)Climate Change Concerns and t…Machine learning in the Chinese stock market (2021)Machine learning in the Chine…Climate Finance (2021)Climate FinanceSustainable investing in equilibrium (2020)Sustainable investing in equi…Empirical Asset Pricing via Machine Learning (2020)Empirical Asset Pricing via M…Hedging Climate Change News (2019)Hedging Climate Change NewsClimate risks and market efficiency (2018)Climate risks and market effi…Every Little Helps? ESG News and Stock Market Reaction (2017)Every Little Helps? ESG News …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements (2013)When firms talk, do investors…Declining public concern about climate change: Can we blame the great recession? (2012)Declining public concern abou…Inflation Illusion and Stock Prices (2004)Inflation Illusion and Stock …Stock Markets, Banks, and Economic Growth (1999)Stock Markets, Banks, and Eco…A Dependency Model of Mass-Media Effects (1976)A Dependency Model of Mass-Me…The Handbook of Social Psychology (1969)The nature of human values (1973)LONELINESS, PARASOCIAL INTERACTION, AND LOCAL TELEVISION NEWS VIEWING (1985)Social Cognitive Theory of Mass Communication (2001)Reconstructing Mediatization as an Analytical Concept (2004)Mind, Self, and Society (2015)On the mechanics of economic development (1988)A Contribution to the Empirics of Economic Growth (1992)Finance and Growth: Schumpeter Might Be Right (1993)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Law, finance, and economic growth in China (2005)Common risk factors in the returns on stocks and bonds (1993)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Sustainable investing with ESG rating uncertainty (2021)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Disaster on the horizon: The price effect of sea level rise (2019)Global Pricing of Carbon‐Transition Risk (2023)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)Comparing Predictive Accuracy (1994)A five-factor asset pricing model (2014)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)Machine learning advances for time series forecasting (2021)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)Estimation and Inference of Impulse Responses by Local Projections (2005)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)Theory of Rational Option Pricing (1973)The Economics of Climate Change (2007)Corporate Climate Risk: Measurements and Responses (2020)What do you think about climate finance? (2021)The Cross-Section of Expected Stock Returns (1992)Carbon Returns across the Globe (2024)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
  • 2022Measuring Geopolitical Risk3,788 cited
  • 1999Stock Markets, Banks, and Economic Growth2,881 cited
  • 2020Empirical Asset Pricing via Machine Learning2,528 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2019Hedging Climate Change News1,484 cited
  • 1976A Dependency Model of Mass-Media Effects1,330 cited
  • 2018Climate risks and market efficiency963 cited
  • 2021Climate Finance957 cited
  • 2022Climate Change Concerns and the Performance of Green vs. Brown Stocks638 cited
  • 2017Every Little Helps? ESG News and Stock Market Reaction608 cited
  • 2021Machine learning in the Chinese stock market593 cited
  • 2013When firms talk, do investors listen? The role of trust in stock market reactions to corporate earnings announcements547 cited
  • 2012Declining public concern about climate change: Can we blame the great recession?529 cited
  • 2004Inflation Illusion and Stock Prices473 cited
  • 2023Dissecting climate risks: Are they reflected in stock prices?452 cited

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