摘要 : We analyze the predictive value of climate risks for state-level realized stock market volatility, computed, along with other realized moments, based on high-frequency intra-day U.S. data (September, 2011 to October, 2021). A mode... 展开
作者 | Bonato~ Matteo Cepni~ Oguzhan Gupta~ Rangan Pierdzioch~ Christian |
---|---|
作者单位 | |
期刊名称 | 《Journal of Financial Markets》 |
页码/总页数 | 1.1-1.18 / 18 |
语种 | 英语 |
关键词 | Finance State-level data Realized stock market volatility Climate-related predictors Prediction models |
DOI | 10.1016/j.finmar.2023.100854 |
馆藏号 | F-501 |