How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets?

Citations

Cited by:

1. Ghosh, Indranil & Jana, Rabin K., 2024. "Clean energy stock price forecasting and response to macroeconomic variables: A novel framework using Facebook's Prophet, NeuralProphet and explainable AI," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
2. Mirza, Nawazish & Umar, Muhammad & Horobet, Alexandra & Boubaker, Sabri, 2024. "Effects of climate change and technological capex on credit risk cycles in the European Union," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
3. Gao, Wang & Wei, Jiajia & Zhang, Hongwei & Zhang, Haizhen, 2024. "Does climate policy uncertainty exacerbate extreme risk spillovers between green economy and energy metals?," Resources Policy, Elsevier, vol. 91(C).
4. Anwar, Muhammad Azfar & Zong, Zupan & Mendiratta, Aparna & Yaqub, Muhammad Zafar, 2024. "Antecedents of big data analytics adoption and its impact on decision quality and environmental performance of SMEs in recycling sector," Technological Forecasting and Social Change, Elsevier, vol. 205(C).
5. Zhao, Wanli & Zhai, Xiangyang & Ji, Qiang & Liu, Zhenhua, 2024. "Measuring crisis from climate risk spillovers in European electricity markets," Energy Economics, Elsevier, vol. 134(C).
6. Li, Hailing & Li, Yuxin & Zhang, Hua, 2023. "The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets," Energy, Elsevier, vol. 275(C).
7. Wang, Jiqian & Li, Liang, 2023. "Climate risk and Chinese stock volatility forecasting: Evidence from ESG index," Finance Research Letters, Elsevier, vol. 55(PA).
8. Yang, Jinyu & Dong, Dayong & Liang, Chao, 2024. "Climate policy uncertainty and the U.S. economic cycle," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
9. Chatterjee, Sheshadri & Chaudhuri, Ranjan & Gupta, Shivam & Sivarajah, Uthayasankar & Bag, Surajit, 2023. "Assessing the impact of big data analytics on decision-making processes, forecasting, and performance of a firm," Technological Forecasting and Social Change, Elsevier, vol. 196(C).
10. Ziadat, Salem Adel & Mensi, Walid & Al-Kharusi, Sami & Vo, Xuan Vinh & Kang, Sang Hoon, 2024. "Are clean energy markets hedges for stock markets? A tail quantile connectedness regression," Energy Economics, Elsevier, vol. 136(C).
11. Yuqin Zhou & Shan Wu & Zhenhua Liu & Lavinia Rognone, 2023. "The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets," Nature Communications, Nature, vol. 14(1), pages 1-16, December.
12. Banerjee, Ameet Kumar & Sensoy, Ahmet & Goodell, John W., 2024. "Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy," Energy Economics, Elsevier, vol. 129(C).
13. Guo, Kun & Li, Yichong & Zhang, Yunhan & Chen, Yingtong & Ma, Yanran, 2024. "Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks," International Review of Financial Analysis, Elsevier, vol. 95(PB).
14. Khalfaoui, Rabeh & Goodell, John W. & Mefteh-Wali, Salma & Chishti, Muhammad Zubair & Gozgor, Giray, 2024. "Impact of climate risk shocks on global food and agricultural markets: A multiscale and tail connectedness analysis," International Review of Financial Analysis, Elsevier, vol. 93(C).
15. Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024. "Have shifts in investor tastes led the market portfolio to capture ESG preferences?," International Review of Financial Analysis, Elsevier, vol. 91(C).
16. Zhu, Bo & Hu, Xin & Deng, Yuanyue & Zhang, Bokai & Li, Xiru, 2023. "The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China," Finance Research Letters, Elsevier, vol. 55(PB).
17. Naseer, Mirza Muhammad & Guo, Yongsheng & Bagh, Tanveer & Zhu, Xiaoxian, 2024. "Sustainable investments in volatile times: Nexus of climate change risk, ESG practices, and market volatility," International Review of Financial Analysis, Elsevier, vol. 95(PB).
18. Raza, Syed Ali & Khan, Komal Akram & Benkraiem, Ramzi & Guesmi, Khaled, 2024. "The importance of climate policy uncertainty in forecasting the green, clean and sustainable financial markets volatility," International Review of Financial Analysis, Elsevier, vol. 91(C).
19. Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023. "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, vol. 85(PB).
20. Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran & Li, Yanshuang, 2023. "Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach," Energy Economics, Elsevier, vol. 127(PA).
21. Liu, Xiaoqin & Wojewodzki, Michal & Cai, Yifei & Sharma, Satish, 2023. "The dynamic relationships between carbon prices and policy uncertainties," Technological Forecasting and Social Change, Elsevier, vol. 188(C).
22. Gong, Xu & Liao, Qin, 2024. "Physical climate risk attention and dynamic volatility connectedness among new energy stocks," Energy Economics, Elsevier, vol. 136(C).
23. Acheampong, Alex O. & Opoku, Eric Evans Osei & Dogah, Kingsley E., 2023. "The political economy of energy transition: The role of globalization and governance in the adoption of clean cooking fuels and technologies," Technological Forecasting and Social Change, Elsevier, vol. 186(PB).
24. Wang, Yong & Liu, Shimiao & Abedin, Mohammad Zoynul & Lucey, Brian, 2024. "Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
25. Su, Chi Wei & Wei, Shenkai & Wang, Yan & Tao, Ran, 2024. "How does climate policy uncertainty affect the carbon market?," Technological Forecasting and Social Change, Elsevier, vol. 200(C).
26. Banerjee, Ameet Kumar & Özer, Zeynep Sueda & Rahman, Molla Ramizur & Sensoy, Ahmet, 2024. "How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 442-468.
27. Zhang, Xincheng, 2024. "Country-level energy-related uncertainties and stock market returns: Insights from the U.S. and China," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
28. Goodell, John W. & Nammouri, Hela & Saâdaoui, Foued & Ben Jabeur, Sami, 2023. "Carbon allowances amid climate change concerns: Fresh insights from wavelet multiscale analysis," Finance Research Letters, Elsevier, vol. 55(PA).
29. Basher, Syed Abul & Sadorsky, Perry, 2024. "Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions," Energy Economics, Elsevier, vol. 138(C).
30. Clark, Ephraim & Lahiani, Amine & Mefteh-Wali, Salma, 2023. "Cryptocurrency return predictability: What is the role of the environment?," Technological Forecasting and Social Change, Elsevier, vol. 189(C).
    • Ephraim Clark & Amine Lahiani & Salma Mefteh-Wali, 2023. "Cryptocurrency return predictability: What is the role of the environment?," Post-Print hal-04353009, HAL.
31. Chen, Yanhua & Sharma, Aarzoo, 2024. "How much does climate-related risk impact stock and commodity markets: A comparative study of the US and China," Finance Research Letters, Elsevier, vol. 62(PA).
32. Khurram, Muhammad Usman & Chen, Lifeng & Abedin, Mohammad Zoynul & Adu, Douglas A. & Lucey, Brian, 2024. "ESG disclosure and internal pay gap: Empirical evidence from China," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 228-244.