6
H index
6
i10 index
457
Citations
Université de Sherbrooke | 6 H index 6 i10 index 457 Citations RESEARCH PRODUCTION: 11 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Keven Bluteau. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| Finance Research Letters | 3 |
| International Journal of Forecasting | 2 |
| Journal of Economic Surveys | 2 |
| Working Papers Series with more than one paper published | # docs |
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| Papers / arXiv.org | 7 |
| Year | Title of citing document | |
|---|---|---|
| 2025 | Modeling prices from speculative markets: bursting bubbles or deflating balloons?. (2025). Harvey, Andrew ; Hafner, Christian ; Wang, Linqi. In: LIDAM Discussion Papers ISBA. RePEc:aiz:louvad:2025008. Full description at Econpapers || Download paper | |
| 2024 | First-order integer-valued autoregressive processes with Generalized Katz innovations. (2024). Casarin, Roberto ; Carallo, Giulia ; Bassetti, Federico. In: Papers. RePEc:arx:papers:2202.02029. Full description at Econpapers || Download paper | |
| 2024 | Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches. (2024). Jeleskovic, Vahidin ; Chinazzo, Cristina. In: Papers. RePEc:arx:papers:2401.02049. Full description at Econpapers || Download paper | |
| 2024 | A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes. (2024). Lenz, Jimmie ; Brini, Alessio. In: Papers. RePEc:arx:papers:2404.04962. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578. Full description at Econpapers || Download paper | |
| 2025 | Analyst Reports and Stock Performance: Evidence from the Chinese Market. (2025). Liang, Jiayou ; Liu, Rui ; Hu, Yujia ; Chen, Haolong. In: Papers. RePEc:arx:papers:2411.08726. Full description at Econpapers || Download paper | |
| 2025 | Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555. Full description at Econpapers || Download paper | |
| 2025 | Shocking concerns: public perception about climate change and the macroeconomy. (2025). Sorge, Marco ; Bontempi, Maria ; de Angelis, Luca ; Neri, Paolo ; Angelini, Giovanni. In: Papers. RePEc:arx:papers:2505.04669. Full description at Econpapers || Download paper | |
| 2025 | Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143. Full description at Econpapers || Download paper | |
| 2025 | Fiscal Spillovers through Informal Financial Channels. (2025). Kennedy, Austin. In: Papers. RePEc:arx:papers:2508.06662. Full description at Econpapers || Download paper | |
| 2025 | ProteuS: A Generative Approach for Simulating Concept Drift in Financial Markets. (2025). Cervantes, Alejandro ; Quintana, David ; Su, Andr'Es L. In: Papers. RePEc:arx:papers:2509.11844. Full description at Econpapers || Download paper | |
| 2025 | Carbon-Penalised Portfolio Insurance Strategies in a Stochastic Factor Model with Partial Information. (2025). Colaneri, Katia ; Mancinelli, Daniele ; D'Amario, Federico. In: Papers. RePEc:arx:papers:2511.19186. Full description at Econpapers || Download paper | |
| 2026 | Uncertain Climate Policy as a Source of Macro-Financial Shocks: Evidence from Carbon Futures Volatility. (2026). Massimo, Serena Ionta. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp26262. Full description at Econpapers || Download paper | |
| 2024 | Economic Policy Uncertainty in Central America and the Dominican Republic. (2024). Ghirelli, Corinna ; Diakonova, Marina ; Quionez, Juan. In: Occasional Papers. RePEc:bde:opaper:2426e. Full description at Econpapers || Download paper | |
| 2026 | Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Pianeselli, Daniele ; Fornari, Fabio. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_1002_26. Full description at Econpapers || Download paper | |
| 2025 | The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25. Full description at Econpapers || Download paper | |
| 2026 | Sentiment and Uncertainty Indices from economic news in Colombia. (2026). Clara, Roco ; Mora-Prez, Dora Alicia ; Orozco-Gallo, Antonio Jos. In: Borradores de Economia. RePEc:bdr:borrec:1340. Full description at Econpapers || Download paper | |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
| 2025 | Green financing and the relationship between banks and non-financial corporations through the lens of balance-sheet interaction. (2025). Harrison, Michael ; Shabani, Mimoza. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-06. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59. Full description at Econpapers || Download paper | |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
| 2024 | Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Chang Hoon ; Ham, Shuna Shu ; Shapiro, Daniel. In: Journal of Management Studies. RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476. Full description at Econpapers || Download paper | |
| 2024 | Nowcasting services trade for the G7 economies. (2024). Mourougane, Annabelle ; Gonzales, Frederic ; Jaax, Alexander. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:4:p:1336-1386. Full description at Econpapers || Download paper | |
| 2024 | The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?. (2024). Li, Leona Shao-Zhi ; Liu, Yize ; Yuan, Jia. In: Working Papers. RePEc:boa:wpaper:202418. Full description at Econpapers || Download paper | |
| 2025 | Improving text classification: logistic regression makes small LLMs strong and explainable ‘tens-of-shot’ classifiers. (2025). Hill, ED ; Buckmann, Marcus. In: Bank of England working papers. RePEc:boe:boeewp:1127. Full description at Econpapers || Download paper | |
| 2025 | Green Intermediary Asset Pricing. (2025). Sauzet, Maxime. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11944. Full description at Econpapers || Download paper | |
| 2025 | Climate Risk and Financial Stability: Some Panel Evidence for the European Banking Sector. (2025). Caporale, Guglielmo Maria ; Sova, Anamaria Diana. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11958. Full description at Econpapers || Download paper | |
| 2024 | Role of Artificial Intelligence and Big Data in Sustainable Entrepreneurship. (2024). Abushanab, Rula. In: Journal of Artificial Intelligence General science (JAIGS) ISSN:3006-4023. RePEc:das:njaigs:v:5:y:2024:i:1:p:275-294:id:199. Full description at Econpapers || Download paper | |
| 2025 | Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-23. Full description at Econpapers || Download paper | |
| 2024 | Physical and transition risk premiums in euro area corporate bond markets. (2024). Bats, Joost Victor ; Bua, Giovanna ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20242899. Full description at Econpapers || Download paper | |
| 2026 | Environmental score and bond pricing: it better be good, it better be green. (2026). Zaghini, Andrea ; Fornari, Fabio ; Pianeselli, Daniele. In: Working Paper Series. RePEc:ecb:ecbwps:20263176. Full description at Econpapers || Download paper | |
| 2025 | Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124. Full description at Econpapers || Download paper | |
| 2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper | |
| 2024 | Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741. Full description at Econpapers || Download paper | |
| 2024 | Do sustainably managed pension savings foster sustainable investments? Evidence from a field experiment. (2024). Meyer, Julia. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000911. Full description at Econpapers || Download paper | |
| 2025 | Editorial: What have we learned about green and climate finance?. (2025). Ng, Lilian ; Liang, Hao ; Yoon, Aaron. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:5:s0890838925001994. Full description at Econpapers || Download paper | |
| 2025 | Imbalanced ESG investing?. (2025). Kouretas, Georgios ; Agoraki, Maria-Eleni ; Wu, Haoran ; Zhao, Binru. In: Journal of Corporate Finance. RePEc:eee:corfin:v:93:y:2025:i:c:s0929119925000781. Full description at Econpapers || Download paper | |
| 2025 | Can investors curb greenwashing?. (2025). Zerbib, Olivier David ; Cartellier, Fanny ; Tankov, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:180:y:2025:i:c:s0165188925001617. Full description at Econpapers || Download paper | |
| 2024 | Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479. Full description at Econpapers || Download paper | |
| 2024 | The impact of joint events on oil price volatility: Evidence from a dynamic graphical news analysis model. (2024). Zhao, Lu-Tao ; Ren, Zhong-Yuan ; Wang, Dai-Song. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003991. Full description at Econpapers || Download paper | |
| 2024 | Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail: Further evidence from equity market. (2024). Huang, Yirong ; Luo, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000731. Full description at Econpapers || Download paper | |
| 2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper | |
| 2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
| 2025 | Are ESG factors truly unique?. (2025). Covachev, Svetoslav ; Brito-Ramos, Sofia ; Martel, Jocelyn. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000269. Full description at Econpapers || Download paper | |
| 2025 | The time-varying relationship between climate uncertainty, low-carbon stocks and green bonds. (2025). Ma, Junfeng ; Zhou, Deheng ; Xu, Ziyao ; Yuan, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000270. Full description at Econpapers || Download paper | |
| 2025 | Superiority of ESG-oriented portfolios in Taiwan stock market: Quantile-on-quantile with GARCH approach. (2025). Chi, Pei-Yu ; Chang, Hao-Wen ; Lin, Chin-Ho. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001251. Full description at Econpapers || Download paper | |
| 2025 | Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329. Full description at Econpapers || Download paper | |
| 2026 | Examining climate risk attention in stock markets: insights from quantile-on-quantile regression. (2026). Zhao, Lili ; Yang, Guozheng ; Liu, Zhenhao ; Lin, Yutong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:81:y:2026:i:c:s1062940825001846. Full description at Econpapers || Download paper | |
| 2026 | Determinants and effects of green bond issuance: Environmental awareness, ecological budget, biodiversity, oil and lithium. (2026). Dabbous, Amal ; Horn, Matthias ; Gbel, Florian ; Oehler, Andreas. In: Ecological Economics. RePEc:eee:ecolec:v:239:y:2026:i:c:s0921800925002368. Full description at Econpapers || Download paper | |
| 2025 | Portfolio hedging through a novel equity index based on the verified emissions of EU ETS-regulated firms. (2025). Chiappari, Mattia ; Scotti, Francesco ; Flori, Andrea. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006165. Full description at Econpapers || Download paper | |
| 2025 | Climate concerns, salient events, and green preferences. (2025). Petey, Joël ; MERLI, Maxime ; Roger, Tristan. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s0165176525003714. Full description at Econpapers || Download paper | |
| 2025 | Do markets react to weather? Stock price reactions to weather alerts. (2025). Panetsidou, Styliani ; Synapis, Angelos. In: Economics Letters. RePEc:eee:ecolet:v:255:y:2025:i:c:s016517652500388x. Full description at Econpapers || Download paper | |
| 2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper | |
| 2025 | Green stocks and monetary policy shocks: Evidence from Europe. (2025). Rudebusch, Glenn ; Bauer, Michael ; Offner, Eric A. In: European Economic Review. RePEc:eee:eecrev:v:177:y:2025:i:c:s0014292125000947. Full description at Econpapers || Download paper | |
| 2025 | Warning words in a warming world: Central bank communication and climate change. (2025). Deyris, Jrme ; Scalisi, Ginevra ; Campiglio, Emanuele ; Romelli, Davide. In: European Economic Review. RePEc:eee:eecrev:v:178:y:2025:i:c:s0014292125001515. Full description at Econpapers || Download paper | |
| 2025 | Do management climate change concerns mitigate greenwashing? Evidence from China. (2025). Yang, Jinyu ; Cao, Jiawei ; Yue, Sishi. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000573. Full description at Econpapers || Download paper | |
| 2025 | Climate change risk and green bond pricing. (2025). del Giudice, Alfonso ; Signori, Andrea ; Rigamonti, Silvia. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000386. Full description at Econpapers || Download paper | |
| 2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
| 2025 | The impact of political risks on carbon emissions. (2025). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008399. Full description at Econpapers || Download paper | |
| 2025 | Financial innovation and corporate climate policy uncertainty exposure: Evidence from Chinas crude oil futures. (2025). Zhang, Wei ; Wang, Ziqiao ; Chen, Longxuan. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002506. Full description at Econpapers || Download paper | |
| 2025 | The path to sustainable Bitcoin mining: Challenges and barriers. (2025). Lashkaripour, Mohammadhossein ; Hosseini, Seyedmehdi ; Bouri, Elie ; Basirian, Elnaz. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003275. Full description at Econpapers || Download paper | |
| 2025 | Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165. Full description at Econpapers || Download paper | |
| 2025 | Climate transition risks, ESG sentiment and market value: Insights from the European stock market. (2025). Gaies, Brahim ; Chabane, Najeh ; Adeosun, Opeoluwa Adeniyi ; Sahut, Jean-Michel. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004323. Full description at Econpapers || Download paper | |
| 2025 | Optimizing portfolios under carbon risk constraints: Setting effective constraints to favor green investments. (2025). Chen, AN ; Gerick, Leonard ; Jin, Zhuo. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s014098832500461x. Full description at Econpapers || Download paper | |
| 2025 | Climate policy uncertainty and trading behavior: Evidence from aggregate herd behavior. (2025). Wanidwaranan, Phasin ; Wongkantarakorn, Jutamas ; Padungsaksawasdi, Chaiyuth. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325005870. Full description at Econpapers || Download paper | |
| 2025 | Does climate transition risk threaten Chinas energy system stability? Insights from high-dimensional systemic risk spillover network. (2025). Hu, Xin ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s0140988325006310. Full description at Econpapers || Download paper | |
| 2025 | Optimal carbon emission path under uncertainty: Physical risks and transition risks. (2025). Hu, Kaixuan ; Wang, Xinyu ; Chang, Shuhua. In: Energy Economics. RePEc:eee:eneeco:v:151:y:2025:i:c:s0140988325007418. Full description at Econpapers || Download paper | |
| 2025 | How do environmental concerns and global economic conditions affect energy prices?. (2025). ben Jabeur, Sami ; Boubaker, Sabri ; Carmona, Pedro ; Stef, Nicolae. In: Energy Policy. RePEc:eee:enepol:v:204:y:2025:i:c:s0301421525001879. Full description at Econpapers || Download paper | |
| 2024 | The role of sudden variance shifts in predicting volatility in bioenergy crop markets under structural breaks. (2024). Hasanov, Akram ; Khajimuratov, Nizomjon Shukurullaevich ; Qizi, Madina Mansur ; Usmonov, Bunyod ; Burkhanov, Aktam Usmanovich. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224003062. Full description at Econpapers || Download paper | |
| 2024 | Promotion or inhibition? Understanding the impact of public environmental concerns on energy transition in China. (2024). Sun, Qingyu ; Li, Chuandong ; Ma, Xiaowei. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224035461. Full description at Econpapers || Download paper | |
| 2025 | Does the energy transition affect return spillovers between multiple energy sources and Chinese industry indices? Network evidence of asymmetric dynamic spillovers. (2025). Wang, Shouyang ; Zhang, Zhe George ; Chai, Jian ; Kou, Honghong. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225007546. Full description at Econpapers || Download paper | |
| 2025 | The impact of corporate climate risk on carbon intensity: Evidence from China. (2025). Yan, Ying ; Lin, Tao ; Ma, Heng. In: Energy. RePEc:eee:energy:v:334:y:2025:i:c:s0360544225031743. Full description at Econpapers || Download paper | |
| 2025 | Spotlighting energy sector through green transition attention. (2025). Cerqueti, Roy ; Stefanelli, Kevyn. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s036054422503453x. Full description at Econpapers || Download paper | |
| 2025 | Physical climate risk, fund holdings, and idiosyncratic risk. (2025). Sun, Shanghong ; Zhang, Lei. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002704. Full description at Econpapers || Download paper | |
| 2025 | Sustainability arbitrage pricing of ESG derivatives. (2025). Kanamura, Takashi. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002649. Full description at Econpapers || Download paper | |
| 2025 | Carbon transition risk and stock market premium. (2025). Luo, Qin ; Ma, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005459. Full description at Econpapers || Download paper | |
| 2025 | When green is no longer a win - new evidence on the shareholder value effects of green bond offerings11The authors would like to thank Konstantinos Bozos, Samit Gupta, Antony Potter, Hai-Anh Tran, and participants at the 2023 British Academy of Management Conference, 2023 Corporate Finance Days, 2023 European Financial Management Association Annual Meeting and Second Credit Scoring and Credit Rating Conference for their helpful comments and suggestions. (2025). Li, Shuyu ; Dutordoir, Marie ; Frota, Joao Quariguasi. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006076. Full description at Econpapers || Download paper | |
| 2025 | Biodiversity risk and agricultural futures markets. (2025). Lang, Qiaoqi ; Wen, Lixuan ; Wu, Hanlin ; Li, Chenyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925006696. Full description at Econpapers || Download paper | |
| 2025 | The effect of green finance on corporate biodiversity risks. (2025). Wang, Yongjian ; Zhang, Zhenhua. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pb:s1057521925008051. Full description at Econpapers || Download paper | |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper | |
| 2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Qiu, Zhiguo ; Nakata, Keiichi. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper | |
| 2024 | The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254. Full description at Econpapers || Download paper | |
| 2024 | Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527. Full description at Econpapers || Download paper | |
| 2024 | Do Chinese carbon-intensive stocks overreact to climate transition risk? Evidence from the COP26 news. (2024). Ge, Xiaowen ; Cao, Ruiyi ; Xue, Minggao. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002667. Full description at Econpapers || Download paper | |
| 2024 | Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095. Full description at Econpapers || Download paper | |
| 2025 | Attention to biodiversity and stock returns. (2025). Kaabia, Olfa ; el Ouadghiri, Imane ; Hernandez, Celina Toscano ; Platania, Federico ; Peillex, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007877. Full description at Econpapers || Download paper | |
| 2025 | Strategy choices in strategic risk-taking: Does climate risk matter?. (2025). Li, Wanli ; Cheng, Teng-Yuan ; Luo, Dan. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007932. Full description at Econpapers || Download paper | |
| 2024 | Do design features explain the volatility of cryptocurrencies?. (2024). Shi, Yanghua ; Uhrig-Homburg, Marliese ; Eska, Fabian E ; Theissen, Erik. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400566x. Full description at Econpapers || Download paper | |
| 2024 | The end of ESG? Return spillover between ESG and non-ESG portfolios. (2024). He, Feng ; Zhang, Jining. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011048. Full description at Econpapers || Download paper | |
| 2025 | ESG performance and sustainability concerns exposure. (2025). Vu, Thanh Nam. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014636. Full description at Econpapers || Download paper | |
| 2025 | Does flood risk affect the implied cost of equity capital?. (2025). Xiong, Deping ; Li, AN ; Cheng, Xianli ; Lai, Fujun. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s1544612324014818. Full description at Econpapers || Download paper | |
| 2025 | Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630. Full description at Econpapers || Download paper | |
| 2025 | Identification of systemic financial risks: The role of climate risks. (2025). Yang, Sitong ; Su, Hongyu ; Li, Shouwei ; Zhu, Wenqiang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017562. Full description at Econpapers || Download paper | |
| 2025 | Are brown stocks valuable to green stocks? Evidence from China. (2025). Shang, Yue ; Wei, YU ; Chen, Xiaodan ; Fu, Hai ; Zhu, Sha. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325002478. Full description at Econpapers || Download paper | |
| 2025 | Sustainable yet similar: Challenging the performance and risk assumptions of sustainable market indices. (2025). Klein, Christian ; Leifhelm, Mathis ; Scholz, Peter. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325002363. Full description at Econpapers || Download paper | |
| 2025 | ESG and sustainable development: Evidence from DCC-GARCH R2 decomposed connectedness measures. (2025). Jlassi, Nabila Boukef ; Lahiani, Amine ; Mselmi, Nada ; Mefteh-Wali, Salma. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004854. Full description at Econpapers || Download paper | |
| 2025 | The resilient power of CSR: Sustained risk reduction despite widespread ESG adoption. (2025). Ramos, Andrs ; Lumbreras, Sara ; Merladet, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325005033. Full description at Econpapers || Download paper | |
| 2025 | Climate change news sensitivity and expected stock returns: Evidence from China. (2025). Wang, Xinran ; Lu, Hengzhen. In: Finance Research Letters. RePEc:eee:finlet:v:81:y:2025:i:c:s1544612325007561. Full description at Econpapers || Download paper | |
| 2025 | Integrating climate change attention into enterprise digital transformation: A managerial perspective. (2025). Zhao, Lili ; Chen, Xiqun ; Fu, Chaoxia. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325007780. Full description at Econpapers || Download paper | |
| 2025 | The impact of climate risk on sustainability performance of enterprises: Evidence from China. (2025). Zhang, Liming ; Luo, Kuankuan ; Yang, Cuiping. In: Finance Research Letters. RePEc:eee:finlet:v:83:y:2025:i:c:s1544612325009043. Full description at Econpapers || Download paper | |
| 2025 | Climate risk concern and green premium in the stock market: Evidence from China. (2025). Li, Fanglin ; Liu, Zhidong ; Zhou, Lu Jolly ; Yan, Guan. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325009997. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | A Century of Economic Policy Uncertainty Through the French-Canadian Lens In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2021 | A century of Economic Policy Uncertainty through the French–Canadian lens.(2021) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2021 | Media abnormal tone, earnings announcements, and the stock market In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2022 | Media abnormal tone, earnings announcements, and the stock market.(2022) In: Journal of Financial Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2022 | Thirty Years of Academic Finance In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2024 | Thirty years of academic finance.(2024) In: Journal of Economic Surveys. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2023 | How easy is it for investment managers to deploy their talent in green and brown stocks? In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2022 | How easy is it for investment managers to deploy their talent in green and brown stocks?.(2022) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2023 | Factor Exposure Heterogeneity in Green and Brown Stocks In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2023 | Factor exposure heterogeneity in green and brown stocks.(2023) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2023 | The Role of Twitter in Cryptocurrency Pump-and-Dumps In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Optimal Text-Based Time-Series Indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2020 | ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 60 |
| 2018 | Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Regime changes in Bitcoin GARCH volatility dynamics In: Finance Research Letters. [Full Text][Citation analysis] | article | 144 |
| 2018 | Forecasting risk with Markov-switching GARCH models:A large-scale performance study In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 58 |
| 2019 | Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
| 2023 | Climate Change Concerns and the Performance of Green vs. Brown Stocks In: Management Science. [Full Text][Citation analysis] | article | 93 |
| 2020 | Climate change concerns and the performance of green versus brown stocks In: Working Paper Research. [Full Text][Citation analysis] | paper | 32 |
| 2021 | Climate change concerns and the performance of green versus brown stocks.(2021) In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper |
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