Caporin, MassimilianoCaraiani, PetreCepni, OguzhanGupta, Rangan2025-07-092025-07-092025-06Caporin, 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.2025.102156.1042-4431 (print)1873-0612 (online)10.1016/j.intfin.2025.102156http://hdl.handle.net/2263/103258DATA AVAILABILITY : Data will be made available on request.Please read abstract in the article.en© 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/).State stock marketsSystemic stressClimate risksQuantile predictionsArticle