Asymmetric effects of climate policy uncertainty, geopolitical risk, and crude oil prices on clean energy prices
We investigate the asymmetric effects of climate policy uncertainty (CPU), geopolitical risk
(GPR), and crude oil prices (WTI) on the realized volatility of the returns of clean energy …
(GPR), and crude oil prices (WTI) on the realized volatility of the returns of clean energy …
Tail risk of international equity market and oil volatility
J Zhong, W Cao, Y Tang - Finance Research Letters, 2023 - Elsevier
This paper employs the approach prompted by Kelly and Jiang (2014) to calculate a tail risk
index for the global stock market. Our empirical results demonstrate that tail risk of the …
index for the global stock market. Our empirical results demonstrate that tail risk of the …