The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles
Year of publication: |
2024
|
---|---|
Authors: | Hu, Zinan ; Borjigin, Sumuya |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 71.2024, Art.-No. 102114, p. 1-40
|
Subject: | Climate risk | Economic policy uncertainty | Geopolitical risk | Stock-energy markets | Volatility spillover | Volatilität | Volatility | Risiko | Risk | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Klimawandel | Climate change | Geopolitik | Geopolitics | Welt | World | Börsenkurs | Share price |
-
Das, Debojyoti, (2019)
-
Arshian Sharif, (2020)
-
Geopolitical risk, climate risk and energy markets : a dynamic spillover analysis
Jin, Yi, (2023)
- More ...
-
Stock Return Direction Forecasting Based on Good and Bad Information Spillover Networks
Xiang, Youtao, (2023)
-
ESG Performance and Bank Systemic Risk : Evidence from China
QI, Agudamu, (2023)
-
Xiang, Youtao, (2023)
- More ...