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Climate Risks and State-Level Stock-Market Realized Volatility

Citations

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Cited by:

  1. Ge, Jiamin & Min Du, Anna & Lin, Boqiang, 2025. "“Volatility in a Mug Cup”: Spillovers among cocoa, coffee, sugar futures and the role of climate policy risk," Research in International Business and Finance, Elsevier, vol. 73(PA).
  2. Li, Xiaodan & Gong, Xue & Xing, Lu, 2024. "The impact of presidential economic approval rating on stock volatility: An industrial perspective," Finance Research Letters, Elsevier, vol. 63(C).
  3. Zhou, Mingtao & Ma, Yong, 2025. "Climate risk and predictability of global stock market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 101(C).
  4. 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.
  5. 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).
  6. Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch, 2025. "Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States," Working Papers 202540, University of Pretoria, Department of Economics.
  7. Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026. "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 50(1), pages 1-32, December.
  8. Afees A. S alisu & Wenting Liao & Rangan Gupta & Oguzhan Cepni, 2025. "Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(4), pages 1441-1466, July.
  9. Zhao, Lili & Lin, Yutong & Liu, Zhenhao & Yang, Guozheng, 2026. "Examining climate risk attention in stock markets: insights from quantile-on-quantile regression," The North American Journal of Economics and Finance, Elsevier, vol. 81(C).
  10. 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).
  11. Gong, Xue & Lai, Ping & He, Mengxi & Wen, Danyan, 2024. "Climate risk and energy futures high frequency volatility prediction," Energy, Elsevier, vol. 307(C).
  12. Özkan, Oktay & Meo, Muhammad Saeed & Younus, Mehak, 2024. "Unearthing the hedge and safe-haven potential of green investment funds for energy commodities," Energy Economics, Elsevier, vol. 138(C).
  13. Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024. "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, vol. 85(C).
  14. Zhou, Mingtao & Ma, Yong, 2025. "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  15. Li, Wanli & Chen, Junrui & Yuan, Kaibin, 2025. "Changes in corporate employment under climate risk," Journal of International Money and Finance, Elsevier, vol. 157(C).
  16. Kanamura, Takashi, 2025. "A quantitative model of sustainability risk in finance," Journal of Commodity Markets, Elsevier, vol. 37(C).
  17. Carè, R. & Fatima, R. & Boitan, I.A., 2024. "Central banks and climate risks: Where we are and where we are going?," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1200-1229.
  18. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025. "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, vol. 74(C).
  19. 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).
  20. Mingyu Shu & Baoliu Liu & Jieli Wang & Yujie Huang, 2025. "How Climate Shocks Affect Stock Market Risk Spillovers: Evidence from Causal Forest Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 4417-4449, November.
  21. Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026. "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 50(1), pages 1-26, December.
  22. Zhao, Xuejin & Yao, Xinbin & Huang, Jiayi, 2025. "Climate risks and financial stability: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 104(PA).
  23. Li, Jie & Han, Yingwei, 2025. "Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach," Economic Modelling, Elsevier, vol. 151(C).
  24. Mingyu Shu & Jieli Wang & Menglong Chen & Hanru Wang, 2025. "Multi-scale Dynamic Correlation Between Climate Shock and China's Stock Market: Evidence Based on High Frequency Data," Computational Economics, Springer;Society for Computational Economics, vol. 66(3), pages 2265-2304, September.
  25. Mohammad Abdullah & Mohammad Ashraful Ferdous Chowdhury & Muhammad Saeed Meo & Chaker Aloui, 2025. "Are green and dirty cryptocurrencies connected with climate risk attention?," Economics and Business Letters, Oviedo University Press, vol. 14(4), pages 193-205.
  26. Olaboopo, Olakunle & Boamah, Evans O., 2026. "Climate change news risk and advertising spending," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 106(C).
  27. Salisu, Afees A. & Isah, Kazeem O. & Cepni, Oguzhan, 2024. "Conventional and unconventional shadow rates and the US state-level stock returns: Evidence from non-stationary heterogeneous panels," The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C).
  28. Giovanni Bonaccolto & Massimiliano Caporin & Oguzhan Cepni & Rangan Gupta, 2026. "Forecasting Realized Volatility of State-Level Stock Markets of the United States: The Role of Sentiment," Working Papers 202603, University of Pretoria, Department of Economics.
  29. Liu, Yuying, 2024. "Climate risk perception, female directors and greenwashing," Finance Research Letters, Elsevier, vol. 70(C).
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