Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?
In this paper, we examine the time-varying tail risks transmission among the agricultural,
precious metals, and energy commodities markets, and explore how climate change …
precious metals, and energy commodities markets, and explore how climate change …
Modeling interdependence between climatic factors, commodities, and financial markets
This paper introduces a comprehensive approach to studying the impact of climate-related
factors on commodity and financial markets using network analysis. We utilize a Bayesian …
factors on commodity and financial markets using network analysis. We utilize a Bayesian …
Climate risks and stock market volatility over a century in an emerging market economy: the case of South Africa
K Wu, S Karmakar, R Gupta, C Pierdzioch - Climate, 2024 - mdpi.com
Because climate change broadcasts a large aggregate risk to the overall macroeconomy
and the global financial system, we investigate how a temperature anomaly and/or its …
and the global financial system, we investigate how a temperature anomaly and/or its …
[PDF][PDF] Climate Risks and Real Gold Returns over 750 Years
R Gupta, A Majumdar, C Pierdzioch, O Polat - Forecasting, 2024 - researchgate.net
Using data that cover the annual period from 1258 to 2023, we studied the link between real
gold returns and climate risks. We documented a positive contemporaneous link and a …
gold returns and climate risks. We documented a positive contemporaneous link and a …