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Browsing Research Articles (Economics) by Author "Li, Haohua"
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Li, Haohua; Bouri, Elie; Gupta, Rangan; Fang, Libing
(Elsevier, 2023-08)
We examine the effects of three monthly climate risk factors, climate policy uncertainty (CPU), climate change news (CCN), and negative climate change news (NCCN), on the long-run volatilities and correlation of daily green ...