Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model-Reference-Cited by-同舟云学术

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Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model

Published:2023-05 Issue: Volume:82 Page:103438
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Karmakar Sayar^ORCID,Gupta Rangan,Cepni Oguzhan^ORCID,Rognone Lavinia^ORCID

Funder

National Science Foundation

NSF

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference23 articles.

1. Volatility in the gold futures market;Batten;Appl. Econ. Lett.,2010

2. Climate risks and financial stability;Battiston;J. Financial Stability,2021

3. Asymmetric Volatility in the Gold Market;Baur;J. Alternat. Invest.,2012

4. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econometrics,1986

5. Climate risks and realized volatility of major commodity currency exchange rates;Bonato;J. Financial Mark.,2022

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1. Preparing for climate volatility: exploring the impact of climate risk on excess cash holdings;Applied Economics Letters;2024-06-06

2. Transition versus physical climate risk pricing in European financial markets: a text-based approach;The European Journal of Finance;2024-05-24

3. Forecasting international financial stress: The role of climate risks;Journal of International Financial Markets, Institutions and Money;2024-04

4. The impact of climate policy on the risk contagion in China’s stock markets;Applied Economics Letters;2024-03-26

5. Asymmetric Tail Risk Spillover and Co-movement Between Climate Risk and the International Energy Market;2024

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