7
H index
6
i10 index
201
Citations
Graduate School of Economics, Finance and Management (GSEFM) (50% share) | 7 H index 6 i10 index 201 Citations RESEARCH PRODUCTION: 7 Articles 6 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Marcus Jüppner. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| SAFE Working Paper Series / Leibniz Institute for Financial Research SAFE | 2 |
| Year | Title of citing document |
|---|---|
| 2024 | Volatility of Volatility and Leverage Effect from Options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137. Full description at Econpapers || Download paper |
| 2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper |
| 2024 | Temperature Variability and Natural Disasters. (2024). Tang, Cheng ; Powdthavee, Nattavudh ; Oswald, Andrew J ; Mohanty, Aatishya. In: Papers. RePEc:arx:papers:2409.14936. Full description at Econpapers || Download paper |
| 2025 | Rough Bergomi turns grey. (2025). Jacquier, Antoine ; Zuric, Zan ; Orioles, Adriano Oliveri. In: Papers. RePEc:arx:papers:2505.08623. Full description at Econpapers || Download paper |
| 2024 | Climate risks and forecastability of the weekly state‐level economic conditions of the United States. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Liao, Wenting ; Ma, Jun. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:154-162. Full description at Econpapers || Download paper |
| 2024 | Integrated assessment models for resource–environment–economy coordinated development. (2024). Zhang, Haotian ; Chen, Feng ; Lu, Yang ; Wang, Yukun ; Fan, Pengru ; Li, Hao. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:13:y:2024:i:3:n:e514. Full description at Econpapers || Download paper |
| 2024 | Volatile Temperatures and Their Effects on Equity Returns and Firm Performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11438. Full description at Econpapers || Download paper |
| 2024 | Fiscal Impacts of Climate Anomalies. (2024). Sterken, Elmer ; Jacobs, Jan ; Pintus, Francesco Jacopo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11548. Full description at Econpapers || Download paper |
| 2024 | Temperature Variability and Natural Disasters. (2024). Powdthavee, Nattavudh ; Oswald, Andrew J ; Tang, CK ; Mohanty, Aatishya. In: CAGE Online Working Paper Series. RePEc:cge:wacage:725. Full description at Econpapers || Download paper |
| 2024 | Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542. Full description at Econpapers || Download paper |
| 2025 | Estimating volatility-of-volatility: A comparative analysis. (2025). Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R ; Ma, Mingye. In: Economics Letters. RePEc:eee:ecolet:v:250:y:2025:i:c:s0165176525001351. Full description at Econpapers || Download paper |
| 2024 | Volatility of volatility and leverage effect from options. (2024). Todorov, Viktor ; Chong, Carsten H. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000150. Full description at Econpapers || Download paper |
| 2024 | Demand or Supply? An empirical exploration of the effects of climate change on the macroeconomy. (2024). Ciccarelli, Matteo ; Marotta, Fulvia. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006618. Full description at Econpapers || Download paper |
| 2024 | When temperatures matter: Extreme heat and labor share. (2024). Lyu, Zhuoyang ; Ma, Tiemeng ; Liu, Chen. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400519x. Full description at Econpapers || Download paper |
| 2025 | High temperatures and national saving: Experience in the latest six decades. (2025). Liao, Hua ; Hu, Yiming. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002592. Full description at Econpapers || Download paper |
| 2024 | Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471. Full description at Econpapers || Download paper |
| 2024 | Temperature anomalies and foreign direct investment: City-level evidence from China. (2024). Chen, Xinming ; Fang, Tong. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004994. Full description at Econpapers || Download paper |
| 2024 | Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix. (2024). perez, rafaela ; Guinea, Laurentiu ; Ruiz, Jesus. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013107. Full description at Econpapers || Download paper |
| 2024 | Can municipal bonds hedge US state-level climate risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009450. Full description at Econpapers || Download paper |
| 2025 | Escaping green prison through evolutionary games for firms. (2025). Misinas, Dalius ; Darkuvien, Valdon ; Kizys, Renatas ; Ragulskis, Tautvydas. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325006002. Full description at Econpapers || Download paper |
| 2024 | Excessive bank risk-taking in an infinite horizon economy. (2024). Pozo, Jorge. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000482. Full description at Econpapers || Download paper |
| 2025 | Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Caraiani, Petre ; Caporin, Massimiliano. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:101:y:2025:i:c:s1042443125000460. Full description at Econpapers || Download paper |
| 2024 | Climate change salience and international equity returns. (2024). Parsley, David ; Popper, Helen. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:226:y:2024:i:c:s0167268124002877. Full description at Econpapers || Download paper |
| 2024 | Ambiguity and private investors’ behavior after forced fund liquidations. (2024). Meyer, Steffen ; Uhr, Charline. In: Journal of Financial Economics. RePEc:eee:jfinec:v:156:y:2024:i:c:s0304405x24000722. Full description at Econpapers || Download paper |
| 2024 | Does flood risk affect property prices? Evidence from a property-level flood score. (2024). Andrew, Mark ; Lux, Nicole ; Skouralis, Alexandros. In: Journal of Housing Economics. RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000469. Full description at Econpapers || Download paper |
| 2025 | Climate risks and economic activity in France: Evidence from media coverage. (2025). Bennani, Hamza ; Houari, Oussama ; de Comres, Quentin Bro. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:155:y:2025:i:c:s0261560625000750. Full description at Econpapers || Download paper |
| 2024 | Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448. Full description at Econpapers || Download paper |
| 2025 | Policy transition risk, carbon premiums, and asset prices. (2025). van der Ploeg, Frederick (Rick) ; Hambel, Christoph. In: Journal of Monetary Economics. RePEc:eee:moneco:v:152:y:2025:i:c:s0304393225000510. Full description at Econpapers || Download paper |
| 2024 | Risk premiums from temperature trends. (2024). Gregory, Richard P. In: International Review of Economics & Finance. RePEc:eee:reveco:v:91:y:2024:i:c:p:505-525. Full description at Econpapers || Download paper |
| 2024 | Central banks and climate risks: Where we are and where we are going?. (2024). Fatima, R ; Care, R ; Boitan, I A. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1200-1229. Full description at Econpapers || Download paper |
| 2024 | The role of macroprudential policies under carbon pricing. (2024). Punzi, Maria Teresa. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:858-875. Full description at Econpapers || Download paper |
| 2024 | Measurement of daily climate physical risks and climate transition risks faced by Chinas energy sector stocks. (2024). Qi, Yajie ; Xu, Xin ; Huang, Shupei ; Jia, Nanfei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:625-640. Full description at Econpapers || Download paper |
| 2024 | Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398. Full description at Econpapers || Download paper |
| 2025 | Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Ji, Qiang ; Foglia, Matteo. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004604. Full description at Econpapers || Download paper |
| 2024 | Climate impacts on material wealth inequality: global evidence from a subnational dataset. (2024). Hoffmann, Roman ; Riom, Capucine ; Pardy, Martina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:125447. Full description at Econpapers || Download paper |
| 2024 | Volatile temperatures and their effects on equity returns and firm performance. (2024). Taschini, Luca ; Dey, Atreya ; Bortolan, Leonardo. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:128521. Full description at Econpapers || Download paper |
| 2025 | When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models. (2025). Prono, Todd. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-75. Full description at Econpapers || Download paper |
| 2024 | Natural Disasters and Real Asset Prices: What Can We Learn From Tornados?. (2024). Cohen, Jeffrey ; Gutkowski, Violeta A. In: Working Papers. RePEc:fip:fedlwp:99461. Full description at Econpapers || Download paper |
| 2025 | Climate change: Understanding impacts on agrifood systems and evaluating policy options. (2025). Rosegrant, Mark W ; Thomas, Timothy S ; Bryan, Elizabeth ; Wiebe, Keith D. In: IFPRI book chapters. RePEc:fpr:ifpric:174179. Full description at Econpapers || Download paper |
| 2024 | Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee ; Polat, Onur. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:4:p:47-967:d:1506762. Full description at Econpapers || Download paper |
| 2025 | Firm Policies and Uncertainty About Risk. (2025). Tembhurne, Sumit ; Lu, Yilun ; Harper, Adam. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:96-:d:1589974. Full description at Econpapers || Download paper |
| 2025 | Climate risks and economic activity in France: Evidence from media coverage. (2025). Bennani, Hamza ; de Comres, Quentin Bro ; Houari, Oussama. In: Post-Print. RePEc:hal:journl:hal-05057381. Full description at Econpapers || Download paper |
| 2024 | The Macroeconomic Impact of Global and Country-Specific Climate Risk. (2024). Byrne, Joseph ; Vitenu-Sackey, Prince Asare. In: Environmental & Resource Economics. RePEc:kap:enreec:v:87:y:2024:i:3:d:10.1007_s10640-023-00831-0. Full description at Econpapers || Download paper |
| 2025 | Heat Waves and Housing Markets: Assessing the Effects on Real Estate Prices in China. (2025). Chen, Fanglin ; Zhang, Jie. In: Environmental & Resource Economics. RePEc:kap:enreec:v:88:y:2025:i:6:d:10.1007_s10640-025-00975-1. Full description at Econpapers || Download paper |
| 2024 | Climate Change and Growth Dynamics. (2024). Jiang, Wei ; GUPTA, RANGAN ; Nandnaba, Sarah. In: Working Papers. RePEc:pre:wpaper:202404. Full description at Econpapers || Download paper |
| 2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Caporin, Massimiliano ; Caraiani, Petre. In: Working Papers. RePEc:pre:wpaper:202407. Full description at Econpapers || Download paper |
| 2024 | The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Sheng, Xin ; Liao, Wenting. In: Working Papers. RePEc:pre:wpaper:202410. Full description at Econpapers || Download paper |
| 2024 | Long-Span Multi-Layer Spillovers between Moments of Advanced Equity Markets: The Role of Climate Risks. (2024). Plakandaras, Vasilios ; GUPTA, RANGAN ; Foglia, Matteo ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202415. Full description at Econpapers || Download paper |
| 2024 | Can Municipal Bonds Hedge US State-Level Climate Risks?. (2024). GUPTA, RANGAN ; Cepni, Oguzhan ; Ji, Qiang ; Polat, Onur. In: Working Papers. RePEc:pre:wpaper:202419. Full description at Econpapers || Download paper |
| 2024 | Forecasting Stock Returns Volatility of the G7 Over Centuries: The Role of Climate Risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Bouri, Elie ; Liphadzi, Asingamaanda. In: Working Papers. RePEc:pre:wpaper:202424. Full description at Econpapers || Download paper |
| 2024 | Climate Risks and Real Gold Returns over 750 Years. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; Polat, Onur ; Majumdar, Anandamayee. In: Working Papers. RePEc:pre:wpaper:202436. Full description at Econpapers || Download paper |
| 2025 | Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Brahim, Mariem. In: Working Papers. RePEc:pre:wpaper:202517. Full description at Econpapers || Download paper |
| 2024 | Investigation of the Sensitivity of EU Countries to Temperature Anomalies in Terms of Economic and Technological Indicators. (2024). Aslan, Alper ; Polat, Melike Atay ; Altinoz, Buket. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01291-z. Full description at Econpapers || Download paper |
| 2024 | The Role of Macroprudential Policies under Carbon Pricing. (2024). Punzi, Maria Teresa. In: Working and Discussion Papers. RePEc:svk:wpaper:1107. Full description at Econpapers || Download paper |
| 2024 | ASSET DIVERSIFICATION VERSUS CLIMATE ACTION. (2024). van der Ploeg, Frederick (Rick) ; Kraft, Holger ; Hambel, Christoph. In: International Economic Review. RePEc:wly:iecrev:v:65:y:2024:i:3:p:1323-1355. Full description at Econpapers || Download paper |
| 2024 | Forecasting stock returns with industry volatility concentration. (2024). Zhang, Yaojie ; He, Mengxi. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2705-2730. Full description at Econpapers || Download paper |
| 2024 | Modeling and forecasting stock return volatility using the HARGARCH model with VIX information. (2024). Wang, Yudong ; Pan, Zhiyuan ; Zhang, Jun ; Huang, Juan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1383-1403. Full description at Econpapers || Download paper |
| 2024 | Temperature Variability and Natural Disasters. (2024). Powdthavee, Nattavudh ; Oswald, Adrew J ; Tang, CK ; Mohanty, Aatishya. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1519. Full description at Econpapers || Download paper |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Methoden der ifo Kurzfristprognose am Beispiel der Ausrüstungsinvestitionen In: ifo Schnelldienst. [Full Text][Citation analysis] | article | 7 |
| 2017 | Temperature shocks and welfare costs In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 77 |
| 2017 | Temperature shocks and welfare costs.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
| 2020 | Tornado activity, house prices, and stock returns In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 12 |
| 2021 | Global temperature, R&D expenditure, and growth In: Energy Economics. [Full Text][Citation analysis] | article | 18 |
| 2018 | Global temperature, R&D expenditure, and growth.(2018) In: Bank of Lithuania Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2017 | Global temperature, R&D expenditure, and growth.(2017) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2021 | Determinants of Corporate Savings in Germany In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). [Full Text][Citation analysis] | article | 0 |
| 2021 | Computing Macro-Effects and Welfare Costs of Temperature Volatility: A Structural Approach In: Computational Economics. [Full Text][Citation analysis] | article | 24 |
| 2022 | Temperature Variability and the Macroeconomy: A World Tour In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 24 |
| 2021 | The Quadrilemma of a Small Open Circular Economy Through a Prism of the 9R Strategies In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Temperature Volatility Risk In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
| 2019 | Risk weighting, private lending and macroeconomic dynamics In: Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
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