Climate risks and market efficiency
type: Item
instance of: scholarly article
title: Climate risks and market efficiency
zbMATH Open document ID: 1452.62770
author: Harrison Hong
author: Frank Weikai Li
author: Jiangmin Xu
published in: Journal of Econometrics
publication date: 2019-04-26T00:00:00Z
full work available at URL: w22890.pdf
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7048318
zbMATH Keywords: climate risks
zbMATH Keywords: climate change
zbMATH Keywords: stock market
zbMATH Keywords: efficiency
zbMATH Keywords: return predictability
MaRDI profile type: Publication
OpenAlex ID: W3023058206
cites work: Weather Forecasting for Weather Derivatives
cites work: Optimal Taxes on Fossil Fuel in General Equilibrium
cites work: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
DOI: 10.1016/J.JECONOM.2018.09.015
description: scientific article; zbMATH DE number 7048318