The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
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- Ihle, Rico & Bar-Nahum, Ziv & Nivievskyi, Oleg & Rubin, Ofir D., 2022.
"Russia’s invasion of Ukraine increased the synchronisation of global commodity prices,"
Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(04), January.
- Ihle, Rico & Bar-Nahum, Ziv & Nivievskyi, Oleg & Rubin, Ofir D., 2022. "Russia’s invasion of Ukraine increased the synchronisation of global commodity prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(04), January.
- Rico Ihle & Ziv Bar‐Nahum & Oleg Nivievskyi & Ofir D. Rubin, 2022. "Russia’s invasion of Ukraine increased the synchronisation of global commodity prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(4), pages 775-796, October.
- Ihle, Rico & Bar-Nahum, Ziv & Nivievskyi, Oleg & Rubin, Ofir, 2021. "Russia’s Invasion of Ukraine Increased the Synchronisation of Global Commodity Prices," 2021: Trade and Environmental Policies: Synergies and Rivalries, December 12-14, San Diego, CA, Hybrid 339566, International Agricultural Trade Research Consortium.
- Mouncif HARABIDA & Bouchra RADI, 2020. "The Covid-19 Pandemic and the Moroccan Financial Market: An Event Study," International Journal of Applied Economics, Finance and Accounting, Online Academic Press, vol. 7(2), pages 90-96.
- Valizadeh, Pourya & Karali, Berna & Ferreira, Susana, 2017. "Ripple effects of the 2011 Japan earthquake on international stock markets," Research in International Business and Finance, Elsevier, vol. 41(C), pages 556-576.
- Ihtisham A. Malik & Robert W. Faff & Kam F. Chan, 2020. "Market response of US equities to domestic natural disasters: industry‐based evidence," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(4), pages 3875-3904, December.
- Bourdeau-Brien, Michael & Kryzanowski, Lawrence, 2017. "The impact of natural disasters on the stock returns and volatilities of local firms," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 259-270.
- Tchai Tavor, 2024. "Assessing the financial impacts of significant wildfires on US capital markets: sectoral analysis," Empirical Economics, Springer, vol. 67(3), pages 1115-1148, September.
- Daniel Castillo & Joseph Falzon, 2018. "An Analysis of the Impact of WannaCry Cyberattack on Cybersecurity Stock Returns," Review of Economics & Finance, Better Advances Press, Canada, vol. 13, pages 93-100, August.
- Qiuyun Wang & Lu Liu, 2022. "Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.
- Md. Noman Siddikee & Mohammad Mafizur Rahman, 2017. "Effect of catastrophic disaster in financial market contagion," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1288772-128, January.
- Kamphol Panyagometh, 2020. "The Effects of Pandemic Event on the Stock Exchange of Thailand," Economies, MDPI, vol. 8(4), pages 1-22, October.
- Dey, Asim K. & Hoque, G.M. Toufiqul & Das, Kumer P. & Panovska, Irina, 2022. "Impacts of COVID-19 local spread and Google search trend on the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
- Malik, Ihtisham A. & Chowdhury, Hasibul & Alam, Md Samsul, 2023. "Equity market response to natural disasters: Does firm's corporate social responsibility make difference?," Global Finance Journal, Elsevier, vol. 55(C).
- Hatswell, David Todd & Ramiah, Vikash & Wallace, Damien & Krishna, P.P. Nithi & Muschert, Glenn & Biju, A.V. Nair & Reddy, Krishna, 2024. "The influence of trauma insurance on quality of life among cancer survivors," Journal of Behavioral and Experimental Finance, Elsevier, vol. 42(C).
- Chris Eves & Sara Wilkinson, 2014. "Assessing the immediate and short-term impact of flooding on residential property participant behaviour," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 71(3), pages 1519-1536, April.
- Montero, José-María & Naimy, Viviane & Farraj, Nermeen Abi & El Khoury, Rim, 2024. "Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link," Socio-Economic Planning Sciences, Elsevier, vol. 91(C).
- Xiaodong Zhu & Zijing Jin & Shunsuke Managi & XiRong Xun, 2021. "How meteorological disasters affect the labor market? The moderating effect of government emergency response policy," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 107(3), pages 2625-2640, July.
- Lee, Chien-Chiang & Chen, Mei-Ping, 2020. "Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Sophie Nivoix & Serge Rey, 2017.
"La catastrophe de Fukushima en 2011: quelles conséquences financières et boursières ?,"
Post-Print
hal-01560923, HAL.
- Sophie Nivoix & Serge Rey, 2017. "La catastrophe de Fukushima en 2011 : quelles conséquences financières et boursières ?," Post-Print hal-02446963, HAL.
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Keywords
natural events; disasters; catastrophes; financial analysis; financial impact; return volatility; exogenous variables; generalised autoregressive conditional heteroskedastistic; GARCH model; Australia; Australian stock market; storms; floods; cyclones; earthquakes; bushfires.;All these keywords.
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