The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China
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DOI: 10.1016/j.frl.2023.103962
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Cited by:
- Wang Gao & Jiajia Wei & Shixiong Yang, 2023. "The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests," Sustainability, MDPI, vol. 15(10), pages 1-19, May.
- Xin Zhang & Mateng Zhang & Zhong Fang, 2023. "Impact of Climate Risk on the Financial Performance and Financial Policies of Enterprises," Sustainability, MDPI, vol. 15(20), pages 1-24, October.
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More about this item
Keywords
Climate physical risk; Climate transition risk; Non-fossil fuel stocks; Fossil fuel stocks; Varying parametric vector autoregressive model;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q54 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Climate; Natural Disasters and their Management; Global Warming
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