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Global climate change and commodity markets: A hedging perspective

Citations

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Cited by:

  1. Yao, Xiaoyang & Maimaitijiang, Sairidaer & Li, Jianfeng & Le, Wei, 2025. "How financial markets respond to climate policy uncertainty: A dynamic resilience analysis," Journal of Commodity Markets, Elsevier, vol. 39(C).
  2. 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).
  3. Shahbaz, Muhammad & Sheikh, Umaid A. & Tabash, Mosab I. & Jiao, Zhilun, 2024. "Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters," Energy Economics, Elsevier, vol. 136(C).
  4. Tong Fang & Libo Yin, 2025. "Hedging Climate Change News With Commodity Futures: An Index‐Tracking Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(9), pages 1361-1387, September.
  5. Qin, Jingrui & Liu, Dun & Liang, Chao, 2025. "The oil industry chain under climate risk: Evidence from China's listed oil companies," Journal of Commodity Markets, Elsevier, vol. 40(C).
  6. Xiaoming Zhang & Rongkun Zhang & Chien‐Chiang Lee, 2025. "Climate Risks in Main Producing Areas and Realized Volatility in Agricultural Futures: Machine Learning Methods Based on High‐Frequency Data," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(11), pages 2034-2065, November.
  7. Sercan Demiralay & Hatice Gaye Gencer & Alexander Brauneis, 2025. "Stock–Commodity Correlations, Optimal Hedging, and Climate Risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(10), pages 1693-1716, October.
  8. Ye Chen & Yu Wei & Chunyan Zhou, 2026. "Climate Risk Transmissions to Commodity Markets: Evidence From a Mixed-Frequency Spillover Approach," Evaluation Review, , vol. 50(3), pages 346-383, June.
  9. Jia, Huizhen, 2025. "Dynamic connection between climate risks and energy markets," International Review of Financial Analysis, Elsevier, vol. 102(C).
  10. Li, Zepei & Ma, Feng & Lu, Xinjie, 2025. "Financial risk management innovation in energy market: Evidence from a machine learning hybrid model," Energy Economics, Elsevier, vol. 144(C).
  11. Ziwei Wang & Yibo Liu & Peng Lu, 2026. "Does Cutting Carbon Emissions Reduce Tail Risk Spillovers? A Quantile LSTM‐KAN‐CoVaR Approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(2), pages 381-412, February.
  12. Xuewei Zhou & Zisheng Ouyang & Rangan Gupta & Qiang Ji, 2026. "Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets," Empirical Economics, Springer, vol. 70(2), pages 1-41, February.
  13. Guo, Yangli & Peng, Pei & Zhou, Ling & Tang, Yusui, 2025. "Forecasting volatility in commodity markets with climate risk," Finance Research Letters, Elsevier, vol. 78(C).
  14. Chien‐Chiang Lee & Mengqi Li & Xiaoming Zhang & Peiru Wang, 2025. "Stochastic Sequencing of Systemic Risk in Commodity Markets: Based on Geopolitical Risk Events Assessment," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 45(11), pages 2128-2150, November.
  15. Zhenghui Li & Zhongxiu Chen & Zhehao Huang, 2026. "Modelling the data-generating mechanism of China’s commodity market by identifying hidden information flow regimes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-28, December.
  16. 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).
  17. Liu, Yao & Yao, Zhigang, 2025. "Soft commodity volatility prediction: A perspective of climate risk concerns," Finance Research Letters, Elsevier, vol. 85(PC).
  18. Xiang, Diling & Ghaemi Asl, Mahdi & Nasr Isfahani, Mohammad & Vasa, László, 2024. "Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 1271-1295.
  19. Dai, Xingyu & Yousaf, Imran & Wang, Jiqian & Wang, Qunwei & Lau, Chi Keung Marco, 2025. "The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system," Journal of Commodity Markets, Elsevier, vol. 38(C).
  20. Cui, Jinxin & Maghyereh, Aktham, 2025. "Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis," Journal of Commodity Markets, Elsevier, vol. 38(C).
  21. Shuhui Zhu & Fenglin Wu & Yufan Wan & Yanshuang Li, 2026. "The Chaos of Climate Ambitions: Climate Policy Uncertainty and the Volatility Risk in Commodity Markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 46(1), pages 197-220, January.
  22. Hou, Yang (Greg) & Xu, Danyang & Oxley, Les & Goodell, John W., 2024. "Price discovery of climate risk and green bonds: A dynamic information leadership share approach," Finance Research Letters, Elsevier, vol. 69(PB).
  23. Xiaoming Zhang & Luping He & Chien‐Chiang Lee, 2026. "Climate Risk and Risk‐Taking of Rural Financial Institutions in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 1957-1978, April.
  24. Jiawen Luo & Qun Zhang, 2024. "Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 151-217, February.
  25. Tuoyuan Cheng & Saikiran Reddy Poreddy & Kan Chen, 2025. "Tail Risk in Weather Derivatives," Commodities, MDPI, vol. 4(2), pages 1-17, June.
  26. Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail, 2024. "Commodity market downturn: Systemic risk and spillovers during left tail events," Journal of Commodity Markets, Elsevier, vol. 36(C).
  27. Zhihong Niu & Yan Wang, 2026. "Risk Spillover Network in Commodity Markets Under Climate Transition Risk," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 45(3), pages 1036-1051, April.
  28. Lukman A. Lasisi & Franklin N. Ngwu & Mohammed K. Taliat & Abeeb O. Olaniran & Kelechi C. Nnamdi, 2025. "Modelling commodity market volatility with climate policy uncertainty: a GARCH-MIDAS approach," SN Business & Economics, Springer, vol. 5(3), pages 1-21, March.
  29. Lin, Anlan & Gong, Xu, 2025. "Does public climate attention affect the net return spillover from energy to non-energy commodities?," Energy Economics, Elsevier, vol. 143(C).
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