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

dc.contributor.authorCaporin, Massimiliano
dc.contributor.authorCaraiani, Petre
dc.contributor.authorCepni, Oguzhan
dc.contributor.authorGupta, Rangan
dc.contributor.emailrangan.gupta@up.ac.za
dc.date.accessioned2025-07-09T11:41:25Z
dc.date.available2025-07-09T11:41:25Z
dc.date.issued2025-06
dc.descriptionDATA AVAILABILITY : Data will be made available on request.
dc.description.abstractPlease read abstract in the article.
dc.description.departmentEconomics
dc.description.librarianhj2025
dc.description.sdgSDG-08: Decent work and economic growth
dc.description.sdgSDG-13: Climate action
dc.description.urihttps://www.elsevier.com/locate/intfin
dc.identifier.citationCaporin, 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.
dc.identifier.issn1042-4431 (print)
dc.identifier.issn1873-0612 (online)
dc.identifier.other10.1016/j.intfin.2025.102156
dc.identifier.urihttp://hdl.handle.net/2263/103258
dc.language.isoen
dc.publisherElsevier
dc.rights© 2025 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
dc.subjectState stock markets
dc.subjectSystemic stress
dc.subjectClimate risks
dc.subjectQuantile predictions
dc.titlePredicting the conditional distribution of US stock market systemic stress : the role of climate risks
dc.typeArticle

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