IDEAS home Printed from https://ideas.repec.org/r/eee/jbfina/v155y2023ics037842662300153x.html
   My bibliography  Save this item

Dissecting climate risks: Are they reflected in stock prices?

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Tommaso, Caterina Di & Foglia, Matteo & Pacelli, Vincenzo, 2024. "The impact of climate policy uncertainty on the Italian financial market," Finance Research Letters, Elsevier, vol. 69(PA).
  2. Lai, Fujun & Cheng, Xianli & Li, An & Xiong, Deping & Li, Yunzhong, 2025. "Does flood risk affect the implied cost of equity capital?," Finance Research Letters, Elsevier, vol. 71(C).
  3. Nuno Cassola & Claudio Morana & Elisa Ossola, 2023. "Green risk in Europe," Working Papers 526, University of Milano-Bicocca, Department of Economics.
  4. Houari, Oussama & Bennani, Hamza & Bro de Comères, Quentin, 2025. "Climate risks and economic activity in France: Evidence from media coverage," Journal of International Money and Finance, Elsevier, vol. 155(C).
  5. Rangan Gupta & Anandamayee Majumdar & Christian Pierdzioch & Onur Polat, 2024. "Climate Risks and Real Gold Returns over 750 Years," Forecasting, MDPI, vol. 6(4), pages 1-16, October.
  6. Daniel Acheampong & Isaac Osei Agyemang & Tanya S. Benford & Judy Wynekoop, 2023. "Auditor Ratification, Stock Prices, And Auditor Change: A Comparative Study In Publicly Traded Companies," Accounting & Taxation, The Institute for Business and Finance Research, vol. 15(2), pages 93-104.
  7. Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025. "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  8. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2025. "Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility," Working Papers 202517, University of Pretoria, Department of Economics.
  9. Hyder Ali & Salma Naz, 2025. "Forecasting Equity Premium in the Face of Climate Policy Uncertainty," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(2), pages 513-546, March.
  10. Gormsen, Niels Joachim & Huber, Kilian & Oh, Sangmin S., 2024. "Climate capitalists," Working Paper Series 2990, European Central Bank.
  11. Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024. "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, vol. 67(PB).
  12. Dunbar, Kwamie & Owusu-Amoako, Johnson & Treku, Daniel N., 2024. "Unveiling the Nexus: Carbon finance and climate technology advancements," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  13. Danilo Liberati & Giuseppe Marinelli, 2024. "Was Covid-19 a wake-up call on climate risks? Evidence from the greenium," Questioni di Economia e Finanza (Occasional Papers) 832, Bank of Italy, Economic Research and International Relations Area.
  14. Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025. "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  15. Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2024. "Forecasting the effect of extreme sea-level rise on financial market risk," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 1-27.
  16. Fiordelisi, Franco & Ricci, Ornella & Santilli, Gianluca, 2025. "Spotlight on physical risk: Assessing the banks' stock reaction to the ECB climate stress test," International Review of Financial Analysis, Elsevier, vol. 98(C).
  17. Ma, Yong & Zhou, Mingtao & Li, Shuaibing, 2024. "Weathering market swings: Does climate risk matter for agricultural commodity price predictability?," Journal of Commodity Markets, Elsevier, vol. 36(C).
  18. Gong, Xue & Lai, Ping & He, Mengxi & Wen, Danyan, 2024. "Climate risk and energy futures high frequency volatility prediction," Energy, Elsevier, vol. 307(C).
  19. Campiglio, Emanuele & De Angelis, Luca & Neri, Paolo & Scalisi, Ginevra, 2025. "From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets," LSE Research Online Documents on Economics 127807, London School of Economics and Political Science, LSE Library.
  20. Vo, Hong & Nguyen, Tien & Phan, Hieu V., 2024. "Building a sustainable future: The role of corporate social responsibility in climate policy uncertainty management," Finance Research Letters, Elsevier, vol. 60(C).
  21. Gao, Yumeng & Hoepner, Andreas G.F. & Prokopczuk, Marcel & Rouxelin, Florent & Wuersig, Christoph, 2025. "Responsible investing: Upside potential and downside protection?," International Review of Financial Analysis, Elsevier, vol. 97(C).
  22. Rangan Gupta & Qiang Ji & Christian Pierdzioch, 2024. "Climate Policy Uncertainty and Financial Stress: Evidence for China," Working Papers 202428, University of Pretoria, Department of Economics.
  23. Wasim Ahmad & Mohammad Arshad Rahman & Suruchi Shrimali & Preeti Roy, 2024. "Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms," Papers 2409.08701, arXiv.org, revised Nov 2024.
  24. Yan Li & Kailu Zhang & Bojiao Mu & Xinran Mo, 2024. "The long-term effects of transformation and upgrading policies on the market performance of China's coal-fire power generation industry," Mitigation and Adaptation Strategies for Global Change, Springer, vol. 29(7), pages 1-38, October.
  25. Lalwani, Vaibhav, 2024. "Climate risks, corporate bonds, and economic uncertainty," Economics Letters, Elsevier, vol. 244(C).
  26. Sheng, Xin & Gupta, Rangan & Cepni, Oguzhan, 2024. "Time-Varying effects of extreme weather shocks on output growth of the United States," Finance Research Letters, Elsevier, vol. 70(C).
  27. Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024. "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, vol. 60(C).
  28. Kaiwei Jia & Yunqing Du, 2024. "Temperature difference and systemic risk: Evidence from LASSO-VAR-DY based on China’s pan-financial market," PLOS ONE, Public Library of Science, vol. 19(3), pages 1-33, March.
  29. Bauer, Michael & Huber, Daniel & Offner, Eric & Renkel, Marlene & Wilms, Ole, 2024. "Corporate green pledges," IMFS Working Paper Series 214, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  30. Hao Dong & Tao Li, 2023. "Climate Economics and Finance: A Literature Review," Climate Economics and Finance, Anser Press, vol. 1(1), pages 29-45, November.
  31. Cavallo, Eduardo & Cepeda, Ana & Panizza, Ugo, 2024. "Environmental Damage News and Stock Returns: Evidence from Latin America," CEPR Discussion Papers 19154, C.E.P.R. Discussion Papers.
  32. Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024. "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 92(C).
  33. Tedeschi, Marco & Foglia, Matteo & Bouri, Elie & Dai, Peng-Fei, 2024. "How does climate policy uncertainty affect financial markets? Evidence from Europe," Economics Letters, Elsevier, vol. 234(C).
  34. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2024. "Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks," Working Papers 202424, University of Pretoria, Department of Economics.
  35. Colesanti Senni, Chiara & Goel, Skand & von Jagow, Adrian, 2024. "Economic and financial consequences of water risks: The case of hydropower," Ecological Economics, Elsevier, vol. 218(C).
  36. Zhang, Yaojie & Song, Bingheng & He, Mengxi & Wang, Yudong, 2024. "Abnormal temperature and the cross-section of stock returns in China," International Review of Financial Analysis, Elsevier, vol. 94(C).
  37. Guo, Kun & Kang, Yuxin & Ma, Dandan & Lei, Lei, 2024. "How do climate risks impact the contagion in China's energy market?," Energy Economics, Elsevier, vol. 133(C).
  38. Pham, Linh & Kamal, Javed Bin, 2024. "Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?," Journal of Commodity Markets, Elsevier, vol. 34(C).
  39. Ji, Qiang & Ma, Dandan & Zhai, Pengxiang & Fan, Ying & Zhang, Dayong, 2024. "Global climate policy uncertainty and financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 95(C).
  40. Afees A. Salisu & Ahamuefula E. Ogbonna & Rangan Gupta & Elie Bouri, 2025. "Forecasting Spot and Futures Price Volatility of Agricultural Commodities: The Role of Climate-Related Migration Uncertainty," Working Papers 202516, University of Pretoria, Department of Economics.
  41. Leonardo Bortolan & Atreya Dey & Luca Taschini, 2024. "Volatile Temperatures and Their Effects on Equity Returns and Firm Performance," CESifo Working Paper Series 11438, CESifo.
  42. Allahdadi, Mohammad R. & Fretheim, Torun & Vindedal, Kjetil, 2024. "Value of climate change news: A textual analysis," Global Finance Journal, Elsevier, vol. 63(C).
  43. Jawadi, Fredj & Rozin, Philippe & Cheffou, Abdoulkarim Idi, 2024. "Toward green central banking: Proposing an augmented Taylor rule," Energy Economics, Elsevier, vol. 134(C).
  44. Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
  45. Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025. "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers 202511, University of Pretoria, Department of Economics.
  46. Horváth, Roman & Kalistová, Anna & Lyócsa, Štefan & Miškufová, Marta & Moravcová, Michala, 2025. "Do hurricanes cause storm on the stock market? The case of US energy companies," International Review of Financial Analysis, Elsevier, vol. 97(C).
  47. Andrea Cipollini & Fabio Parla, 2025. "Common Shocks and Climate Risk in European Equities," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(3), pages 1165-1192, April.
  48. Chen, Deyang & Zeng, Zheyu & Chen, Yunyue, 2024. "Heterogeneous impacts of multiple climate policies on the chinese stock market," Finance Research Letters, Elsevier, vol. 60(C).
  49. Gian Luca Vriz & Luigi Grossi, 2024. "Green bubbles: a four-stage paradigm for detection and propagation," Papers 2410.06564, arXiv.org.
  50. Petre Caraiani & Onur Polat & Rangan Gupta & Elie Bouri, 2025. "Climate Risks and Predictability of Financial Risks in the US Banking Sector," Working Papers 202507, University of Pretoria, Department of Economics.
  51. Chia‐Hsien Tang & Yen‐Hsien Lee & Hung‐Chun Liu & Guan‐Gzhe Zeng, 2024. "Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(7), pages 1277-1292, July.
  52. Ma, Dandan & Zhang, Yunhan & Ji, Qiang & Zhao, Wan-Li & Zhai, Pengxiang, 2024. "Heterogeneous impacts of climate change news on China's financial markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
  53. Giovanni Angelini & Maria Elena Bontempi & Luca De Angelis & Paolo Neri & Marco Maria Sorge, 2025. "Shocking concerns: public perception about climate change and the macroeconomy," Papers 2505.04669, arXiv.org.
  54. Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad & Rognone, Lavinia, 2024. "Climate risk, ESG ratings, and the flow-performance relationship in mutual funds," Global Finance Journal, Elsevier, vol. 63(C).
  55. Benkraiem, Ramzi & Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2025. "Media-based climate risks and international corporate bond market," Journal of International Money and Finance, Elsevier, vol. 151(C).
  56. Chen, Yongtai & Ren, Yi-Shuai & Narayan, Seema & Huynh, Ngoc Quang Anh, 2024. "Does climate risk impact firms' ESG performance? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 683-695.
  57. Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025. "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, vol. 71(C).
  58. Basher, Syed Abul & Sadorsky, Perry, 2024. "Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions," Energy Economics, Elsevier, vol. 138(C).
  59. Chen, Yanhua & Sharma, Aarzoo, 2024. "How much does climate-related risk impact stock and commodity markets: A comparative study of the US and China," Finance Research Letters, Elsevier, vol. 62(PA).
  60. Christian Oliver Ewald & Chuyao Huang & Yuyu Ren, 2024. "On the Effects of Physical Climate Risks on the Chinese Energy Sector," JRFM, MDPI, vol. 17(10), pages 1-15, October.
  61. Emanuele Campiglio & Luca De Angelis & Paolo Neri & Ginevra Scalisi, 2025. "From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets," Environmetrics, John Wiley & Sons, Ltd., vol. 36(3), April.
  62. Liu, Hao & Lin, Chuyin, 2023. "Climate change news risk and corporate bond returns in China," Finance Research Letters, Elsevier, vol. 58(PC).
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.