Predicting the conditional distribution of US stock market systemic stress : the role of climate risks

Abstract

Please read abstract in the article.

Description

DATA AVAILABILITY : Data will be made available on request.

Keywords

State stock markets, Systemic stress, Climate risks, Quantile predictions

Sustainable Development Goals

SDG-08: Decent work and economic growth
SDG-13: Climate action

Citation

Caporin, M., Caraian,i P., Cepni, O. & Gupta, R. 2025, 'Predicting the conditional distribution of US stock market systemic stress: the role of climate risks', Journal of International Financial Markets, Institutions and Money, vol. 101, art. 102156, pp. 1-21, doi : 10.1016/j.intfin.2025.102156.