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

Caporin, Massimiliano; Caraiani, Petre; Cepni, Oguzhan; Gupta, Rangan

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

dc.contributor.author	Caporin, Massimiliano
dc.contributor.author	Caraiani, Petre
dc.contributor.author	Cepni, Oguzhan
dc.contributor.author	Gupta, Rangan
dc.contributor.email	rangan.gupta@up.ac.za
dc.date.accessioned	2025-07-09T11:41:25Z
dc.date.available	2025-07-09T11:41:25Z
dc.date.issued	2025-06
dc.description	DATA AVAILABILITY : Data will be made available on request.
dc.description.abstract	Please read abstract in the article.
dc.description.department	Economics
dc.description.librarian	hj2025
dc.description.sdg	SDG-08: Decent work and economic growth
dc.description.sdg	SDG-13: Climate action
dc.description.uri	https://www.elsevier.com/locate/intfin
dc.identifier.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.
dc.identifier.issn	1042-4431 (print)
dc.identifier.issn	1873-0612 (online)
dc.identifier.other	10.1016/j.intfin.2025.102156
dc.identifier.uri	http://hdl.handle.net/2263/103258
dc.language.iso	en
dc.publisher	Elsevier
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.subject	State stock markets
dc.subject	Systemic stress
dc.subject	Climate risks
dc.subject	Quantile predictions
dc.title	Predicting the conditional distribution of US stock market systemic stress : the role of climate risks
dc.type	Article