Weathering market swings: Does climate risk matter for agricultural commodity price predictability?
Y Ma, M Zhou, S Li - Journal of Commodity Markets, 2024 - Elsevier
The challenges posed by climate change on the agricultural market have become a
pressing concern. An accurate reading of future agricultural commodity prices can be an …
pressing concern. An accurate reading of future agricultural commodity prices can be an …
Contemporaneous and lagged spillovers across crude oil, carbon emission allowance, climate change, and agriculture futures markets: Evidence from the …
YH Yang, YH Shao, WX Zhou - arXiv preprint arXiv:2408.09669, 2024 - arxiv.org
In this paper, we examine the dynamic spillovers among the crude oil, carbon emission
allowance, climate change, and agricultural markets. Adopting a novel $ R^ 2$ decomposed …
allowance, climate change, and agricultural markets. Adopting a novel $ R^ 2$ decomposed …
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
YH Yang, YH Shao, WX Zhou - Finance Research Letters, 2025 - Elsevier
In this paper, we examine the contemporaneous and lagged spillovers among the
agricultural, crude oil, carbon emission allowance, and climate change markets. Adopting …
agricultural, crude oil, carbon emission allowance, and climate change markets. Adopting …
Endogenous Preferences and Green Bond Pricing
M Li, XS Liu, NN Tran, M Wilson - … , Endogenous Preferences and …, 2024 - papers.ssrn.com
Using a macro model based on endogenous preferences theory, our paper explores the
influence of climate change concerns, as reflected in news media, on green bond premiums …
influence of climate change concerns, as reflected in news media, on green bond premiums …