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Journal articles on the topic 'Troubled stock market climate'

Author: Grafiati

Published: 4 June 2021

Last updated: 27 July 2025

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1

Luqman, Rabia, Karim Farag, Maria Shams Khakwani, and Saadia Irshad. "Climate Change Effects and Stock Market Returns." Review of Applied Management and Social Sciences 7, no. 1 (2024): 1–18. http://dx.doi.org/10.47067/ramss.v7i1.358.

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To capture climate change risk at the business level, use records of performance briefings from different enterprises. This examination discovers that chances of worst climate change, the negative impact of business environment risk on market stock returns. Study also conducts a broad assessment of the empirical and theoretical literature on the influence of climate change related risks on financial market. The main aim of this analysis is to enhance our knowledge of the estimation significances of climate change risk in financial markets. It is initiated by discussing the theoretical connecti

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2

Guo, Yuchen. "Impact of Climate Risk on Stock Market." Highlights in Business, Economics and Management 40 (September 1, 2024): 198–206. http://dx.doi.org/10.54097/qc60sr06.

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This study provides an in-depth look at the intricate interplay between climate risk and its repercussions on the stock market, analyzing in detail the differences across markets and time intervals. The study reveals a notable correlation between climate risk and the stock market and that there are some variations in this relationship. Specifically, the U.S. market is more sensitive to climate risk, while the European market is relatively less so. In addition, the COVID-19 has a short-term impact. This study summarizes and generalizes the literature of the last three years and employs a variet

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Balcilar, Mehmet, David Gabauer, Rangan Gupta, and Christian Pierdzioch. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century." Mathematics 11, no. 9 (2023): 2077. http://dx.doi.org/10.3390/math11092077.

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In this study, we contribute to the rapidly growing climate-finance literature by shedding light on the question of whether climate risks have predictive value for stock market returns. We measure climate risks in terms of both the change in the northern hemisphere temperature anomaly and its volatility and the change in the global temperature anomaly and its volatility. We study monthly data for eight advanced countries (Canada, France, Germany, Italy, Japan, Switzerland, the United Kingdom (UK), and the United States (US)). Our sample period runs from 1916 to 2021. We control for cross-marke

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4

Tay, Bee-Hoong. "Climate change and stock market: a review." IOP Conference Series: Earth and Environmental Science 1151, no. 1 (2023): 012021. http://dx.doi.org/10.1088/1755-1315/1151/1/012021.

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Abstract Climate change-related events are having a growing impact on the economy and financial markets. However, it is still difficult to quantify how climate change affects the financial system. The purpose of this research is to provide an overview of the relationship between climate risk factors and the stock market. The review focuses on the regions and methodologies used based on the selected publications for the past five years. The results revealed that most studies focused on developed economies, like those in the US and Europe, and adopted time series and panel regression in the anal

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5

Wang, Yiqi. "Practical Analysis of Stock Market Under ESG." International Journal of Global Economics and Management 2, no. 2 (2024): 181–93. http://dx.doi.org/10.62051/ijgem.v2n2.25.

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In today's era, climate change brought about by the greenhouse effect is gradually bringing more and more economic losses and natural disasters. In order to mitigate the negative impact of climate change, many countries have jointly formulated a 1.5°C climate scenario, which has brought a lot of impact on the global economy and industry development (Henderson et al., 2020). At the same time, my client commissioned me to build a portfolio that complies with the 1.5°C climate scenario, and the shares must be included in the S&P 500 Net Zero 2050 Climate Transition ESG Index as of 30/09/2022.

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Akpan, Ofonime M., and Friday Eyo Uko. "Stock Pricing And Stock Market Determinants in Nigeria." International Journal of Contemporary Issues and Trends in Research 2, no. 3 (2024): 59–75. https://doi.org/10.5281/zenodo.11108846.

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<strong>Abstract</strong>  This study investigates the extent to which stock pricing is influenced by stock market determinants, with particular reference to macroeconomic determinants of stock pricing, using market capitalization as a proxy for stock pricing and interest rate; exchange rate and nominal GDP as macroeconomic variables for the period 1981–2022, in Nigeria. Data for the variables were obtained from the CBN statistical bulletin 2022 edition. The Ordinary Least Squares (OLS) estimation technique in a multiple regression model was used to estimate the relationship between

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Olurin, Olurotimi, and Samson Idowu Oladipo. "Climate Change and Stock Market Performance in Nigeria." FUDMA Journal of Accounting and Finance Research [FUJAFR] 3, no. 1 (2025): 1–19. https://doi.org/10.33003/fujafr-2025.v3i1.147.1-19.

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This study investigates the impact of climate change variables including carbon emissions, rainfall, temperature, inflation, real interest rates, Foreign Direct Investment, and Gross Domestic Product per capita growth rate on stock market performance in Nigeria using the Autoregressive Distributed Lag (ARDL) bound testing approach. Annual data from 1990 to 2022 was analyzed to explore both long-run and short-run dynamics. The results reveal that in the long run carbon emissions and foreign direct investment have a positive and significant effect on stock performance, while inflation has a sign

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8

Xu, Xin, Haizhong An, Brian M. Lucey, and Shupei Huang. "Nonlinear interaction of climate risk and stock market." Journal of Climate Finance 10 (March 2025): 100055. https://doi.org/10.1016/j.jclimf.2024.100055.

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9

Aleke, Stephen Friday, COLLINS OKECHUKWU IREM, Friday Kennedy Ozo, Friday Edeh Ogbu, Ogbu, Frankline C. S. A. Okeke, and Ekpete Committee. "Climate Change Risk Disclosures and Stock Market Returns: Empirical Evidence from Nigeria." International Journal of Accounting and Business Society 33, no. 1 (2025): 56–72. https://doi.org/10.21776/ijabs.2025.33.1.819.

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Purpose — This study aims to examine the effect of climate change risk disclosure on stock market performance in Nigeria from 2006 to 2022 Design/methodology/approach — The study adopted an ex post facto research design and the Vector Error Correction Model (VECM) to estimate the regression coefficients. As the dependent variable, the stock market performance was proxied by the all-share index. In contrast, the climate change policy was proxied by carbon emission taxes (CET) and solid mineral mining taxes (SMT). Other determinant of stock market performance such as the federal government green

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10

Zhou, Mingtao, and Yong Ma. "Climate risk and predictability of global stock market volatility." Journal of International Financial Markets, Institutions and Money 101 (June 2025): 102135. https://doi.org/10.1016/j.intfin.2025.102135.

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11

Amri, Ary Dean, Dea Anjelinah, Fidyah Safitri, et al. "Development and Growth of Financial Sector Stock Market on Investment Climate: Study on Bank Syariah Indonesia and Bank Mandiri." Solo International Collaboration and Publication of Social Sciences and Humanities 2, no. 01 (2024): 11–24. https://doi.org/10.61455/sicopus.v2i01.98.

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The purpose of this study is to analyze the development and growth of the stock market in the financial sector and the comparison between Bank Syariah Indonesia Tbk (BRIS) and Bank Mandiri Persero Tbk (BMRI) on the investment climate in Indonesia. This research method uses quantitative data, as the name implies, many are required to use value figures from data collection, interpretation of the data, and the appearance of the results. This study uses variables consisting of Dependent Variables, namely Investment Climate, and Independent Variables, namely the Development and Growth of the Stock

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12

Wu, Kejin, Sayar Karmakar, Rangan Gupta, and Christian Pierdzioch. "Climate Risks and Stock Market Volatility over a Century in an Emerging Market Economy: The Case of South Africa." Climate 12, no. 5 (2024): 68. http://dx.doi.org/10.3390/cli12050068.

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Because climate change broadcasts a large aggregate risk to the overall macroeconomy and the global financial system, we investigate how a temperature anomaly and/or its volatility affect the accuracy of forecasts of stock return volatility. To this end, we do not apply only the classical GARCH and GARCHX models, but rather we apply newly proposed model-free prediction methods, and use GARCH-NoVaS and GARCHX-NoVaS models to compute volatility predictions. These two models are based on a normalizing and variance-stabilizing transformation (NoVaS transformation) and are guided by a so-called mod

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13

Fang, Zheng, Jianying Xie, Ruiming Peng, and Sheng Wang. "Climate Finance: Mapping Air Pollution and Finance Market in Time Series." Econometrics 9, no. 4 (2021): 43. http://dx.doi.org/10.3390/econometrics9040043.

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Climate finance is growing popular in addressing challenges of climate change because it controls the funding and resources to emission entities and promotes green manufacturing. In this study, we determined that PM2.5, PM10, SO2, NO2, CO, and O3 are the target pollutant in the atmosphere and we use a deep neural network to enhance the regression analysis in order to investigate the relationship between air pollution and stock prices of the targeted manufacturer. We also conduct time series analysis based on air pollution and heavy industry manufacturing in China, as the country is facing seri

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14

Carti, Angellita, and Taoufik Bouraoui. "Does climate change impact stock prices in the blue economy?" Sustainable Economies 3, no. 2 (2025): 2040. https://doi.org/10.62617/se2040.

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This study examines the impact of climate change on the stock prices of firms in the blue economy, specifically French companies operating in ocean-linked sectors. Using climate variables and daily stock data from 1 January 2018 to 31 December 2023, the analysis explores short and long-term relationships between climate factors and stock performance employing Vector Auto-Regressive (VAR) and Autoregressive Distributed Lag (ARDL) models. Overall, for most firms, the findings did not reveal significant relationship between stock prices and climate fluctuations, implying that climate change varia

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Zhang, Yinglong, Songsong Li, and Xiaoqian Zhu. "Climate risk attention and nonlinear stock market responses: Evidence from an emerging market." Finance Research Letters 85 (November 2025): 107941. https://doi.org/10.1016/j.frl.2025.107941.

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16

Shobande, Olatunji Abdul, and Lawrence Ogbeifun. "Sustainable Blueprint: Do Stock Investors Increase Emissions?" Journal of Risk and Financial Management 15, no. 2 (2022): 70. http://dx.doi.org/10.3390/jrfm15020070.

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The lack of agreement on climate policies among stock-market investors has raised significant concerns about GHG-emission levels, likely reflected in asset pricing. This study uses annual data sourced from the World Bank from 1980 to 2019 to examine whether stock-market investments increase GHG emissions in Organization for Economic Co-operation and Development (OECD) countries. The study employs the panel-standard fixed effects and the Arellano-Bover and Blundell–Bond dynamic methods and shows that stock-investor confidence is critical for emissions reduction in OECD countries. Additionally,

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17

Gong, Xu, Chengbo Fu, Qiping Huang, and Meimei Lin. "International political uncertainty and climate risk in the stock market." Journal of International Financial Markets, Institutions and Money 81 (November 2022): 101683. http://dx.doi.org/10.1016/j.intfin.2022.101683.

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18

Azar-Ibrahim, Rabhi, Chiadmi Mohammed Salah, and Aboulaich Rajae. "Climate Transition Risk in Morocco: Financial Implications of SDGs for the Stock Market." Journal of Lifestyle and SDGs Review 5, no. 1 (2024): e02747. http://dx.doi.org/10.47172/2965-730x.sdgsreview.v5.n01.pe02747.

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Objective: This study evaluates climate transition risks in Morocco, focusing on the energy sector under the climate actions outlined by the Sustainable Development Goals (SDGs). It aims to understand the financial implications of climate transition risk in the Moroccan stock market. Theoretical Framework: The study builds on the frameworks of transition risk assessment and integrated assessment models, employing a Poisson jump process to capture uncertainties in climate policy transitions. Method: A model-based approach is utilized, incorporating CO2 data, integrated assessment models, and si

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19

Chen, Jinyu, Junqi Liu, and Meng He. "The impact of stock liquidity on corporate environmental information disclosure: Does climate risk matter?" Quantitative Finance and Economics 8, no. 4 (2024): 678–704. http://dx.doi.org/10.3934/qfe.2024026.

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<p>From the perspective of the Chinese market microstructure, we took Chinese A-share listed companies as samples to explore the impact and mechanism of stock liquidity on the quality of corporate environmental information disclosure (EID). Our results indicated that stock liquidity has a positive impact on the quality of corporate EID. Using the stock market interconnection events of the 2014 Shanghai-Hong Kong Stock Connect and the 2016 Shenzhen-Hong Kong Stock Connect as a quasi-natural experiment and applying the Ⅳ approach, the research results remained robust after controlling for

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20

Yang, Yifan, Xuecong Sun, Lingyun Shi, and Zekun Gai. "Construction of a climate risk index under the media attention perspective and its empirical test for financial market volatility." SHS Web of Conferences 192 (2024): 02003. http://dx.doi.org/10.1051/shsconf/202419202003.

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Under the current economic situation, China’s economy is steadily moving from the stage of high-speed growth to that of high-quality development. while climate risks arising from global warming are receiving increasing media attention. Media attention has a profound impact on the perception and investment decisions of financial market participants. This paper constructs a climate risk index based on media attention and empirically investigates its relationship with stock volatility. It is found that the climate risk media index significantly affects stock volatility, which provides a theoretic

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21

Zouda, Amar. "The developmental role of the stock market and the elements of Algiers stock market to achieve this role." Milev Journal of Research and Studies 2, no. 2 (2016): 5–29. http://dx.doi.org/10.58205/mjrs.v2i2.1180.

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stock markets perform active and distinctive economic functions inmobilizing savings and orienting them towards suitable and appealinginvestments. It is already known that the operation of stock markets is not voidof difficulties and obstacles that hinder it from achieving its objectivesespecially under the conditions of economic globalization and financial crisesfacing it, and this is the situation facing Arab financial markets at present. Theimportance of the research has emerged from the significance of financialmarkets in contemporary economies for its effective contribution in fulfillinge

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22

Lin, Fu-Lai, Thomas C. Chiang, and Yu-Fen Chen. "Evidence of Energy-Related Uncertainties and Changes in Oil Prices on U.S. Sectoral Stock Markets." Mathematics 13, no. 11 (2025): 1823. https://doi.org/10.3390/math13111823.

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This study examines the relationship between stock prices, energy prices, and climate policy uncertainty using 11 sectoral stocks in the U.S. market. The evidence confirms that rising prices of energy commodities positively affect not only the energy and oil sector stocks but also create spillover effects across other sectors. Notably, all sectoral stocks, except Real Estate sector, show resilience to increases in crude oil and gasoline, suggesting potential hedging benefits. In addition, the findings reveal that sectoral stock returns are generally negatively affected by several types of unce

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23

Pimonenko, Tetiana. "A conceptual framework for development of Ukraine’s green stock market." Herald of Ternopil National Economic University, no. 4(90) (December 12, 2018): 69–80. http://dx.doi.org/10.35774/visnyk2018.04.069.

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The article considers the key drivers for boosting the green stock market in Ukraine. The latest development trends of the world green stock market are highlighted. Based on the analysis of national regulatory framework for stock market and foreign practice of developing the green stock market, essential mechanisms of the green stock market functioning are identitifed. After an in-depth review of contemporary research papers, an assumption is made that the green stock market is a set of specialized institutions which form a platform for the permanent circulation of green securities (issue, pur

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Imtiaz``, Ahtisham, Aqueel Imtiaz Wahga, Syed Fakher Abbas Zaidi, and Safyan Majid. "Corporate Hedging and Stock Market Dynamics: Evidence from PSX." Bulletin of Business and Economics (BBE) 12, no. 3 (2023): 580–86. http://dx.doi.org/10.61506/01.00072.

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The purpose of the paper is to examine the impact of corporate hedging practices such as derivative usage on stock market behavior of the firms. The study employed the data of financial sector of Pakistan for firms that are listed in the Pakistan Stock Exchange. The economy of Pakistan faced several challenges and risk during the past five years such as Covid-19, climate change, political uncertainty, and economy policy uncertainty. Hence, it provided a solid ground to investigate the viability of derivative usage in the adverse economic environment. The sample consisted of 111 firms. The resu

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Priyadarshani, G. W. Y., and L. A. S. Perera. "The Effect of Climate Risk on Stock Market Performance Evidence from Sri Lanka." International Journal of Accountancy 3, no. 1 (2023): 79–109. http://dx.doi.org/10.4038/ija.v3i1.51.

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This study aims to identify the effect of climate risk on stock market performance in Sri Lanka. As an island, the country is frequently affected by climate change variabilities. Due to the higher climate risk exposure of Sri Lanka, it is highly needed to identify the risk at a prior stage. As, this is the first study in Sri Lanka to identify the climate risk impact on stock market performance the primary objective of this study is to identify the climate risk effect on the All-Share Price Index, Standard and Poor’s SL20 index and 20 industry groups according to the GICS classification. The co

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Wielechowski, Michał, and Katarzyna Czech. "Companies’ Stock Market Performance in the Time of COVID-19: Alternative Energy vs. Main Stock Market Sectors." Energies 15, no. 1 (2021): 106. http://dx.doi.org/10.3390/en15010106.

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The paper aims to detect the differences in stock market performance between companies from the alternative energy sector and main stock market sectors in the first and second years of the COVID-19 pandemic. We used Global Industry Classification Standard to analyse eleven main stock market sectors and the alternative energy sector. Based on the one-factor variance analysis—ANOVA, we reveal the statistically significant differences between the analysed stock market sectors in both 2020 and 2021. The analysis implied that the performance of stock market companies during COVID-19 is sector-speci

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Khalikov, Ulugbek. "Role of Stock Exchanges in Economic Development of Uzbekistan." International Business Research 10, no. 1 (2016): 172. http://dx.doi.org/10.5539/ibr.v10n1p172.

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The paper is devoted to study the contemporary role of investments to economic development in the context of Uzbek stock exchange. The comparative analysis of economic development and stock market trends in Uzbekistan, Kazakhstan and Russia for the period of 2000-2015 are conducted using documentary analysis, quantitative and qualitative analysis, and other statistical methods of research.The results reveal that Uzbekistan has made notable change in regulation and improvement of investment climate and has stable economic development trends for the studied period. However, Stock market developm

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Ayamga, Eric Atanga, Eugenia Amporfu, and Daniel Sakyi. "Pricing of Climate Risks in the Capital Market of South Africa." Journal of Developing Areas 58, no. 2 (2024): 21–40. http://dx.doi.org/10.1353/jda.2024.a924528.

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ABSTRACT: Climate risk represents an increasingly vital issue to countries, companies, and institutional investors, making it a reality but not a distant threat to humanity. Considering the effects of climate risks on firms' financial indices and financing options, the study investigates whether climate risk is priced by the capital markets of South Africa. The study used reported carbon emissions as a measure of climate risk of 81 listed companies in the Johannesburg Stock Exchange from 2011 to 2020 to examine whether climate risk is considered and priced by the South Africa capital market. D

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Junarsin, Eddy, Rizky Yusviento Pelawi, Jeffrey Bastanta Pelawi, and Jordan Kristanto. "Stockholder Wealth Maximization during the Troubled Asset Relief Program Period: Is Executive Pay Harmful?" Journal of Risk and Financial Management 17, no. 1 (2024): 33. http://dx.doi.org/10.3390/jrfm17010033.

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This study investigates governance mechanisms and their relation to firm value, i.e., executive compensation restrictions during the regulatory period and their effects on the performance of firms that received Troubled Asset Relief Program (TARP) funds. We employ an event study to investigate the market reactions for TARP recipients, followed by OLS regression to examine the stock return effects of 10 announcements. For comparison, we also employ a multivariate regression model (MVRM) based on a system of equations with seemingly unrelated regressions (SURs). Our evidence shows that changes i

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Onisanwa, Idowu Daniel, and Mercy Ojochegbe Adaji. "Stock market development and investment growth in Nigeria." Journal of Economics and Management 42 (2020): 99–117. http://dx.doi.org/10.22367/jem.2020.42.05.

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Aim/purpose – The poor investment climate is one of the reasons advanced for the slow pace of growth in Nigeria; evidenced by the absence or inadequate amount of investible funds in the productive sectors. While the money market in Nigeria provides very limited investment options, the underdevelopment and underutilisation of the Nigerian Stock Market constitute a drawback to the investment climate. However, any economy desiring sustainable development requires a long-term source of fund. Therefore, this study ascertains the perfor-mance of the stock market and investment growth nexus in Nigeri

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Ilić, Dragan, and Janick Christian Mollet. "Voluntary corporate climate initiatives and regulatory threat." International Economics and Economic Policy 19, no. 1 (2021): 157–84. http://dx.doi.org/10.1007/s10368-021-00519-0.

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AbstractDoes participation in voluntary environmental initiatives affect firm value? We take a closer look at the Chicago Climate Exchange (CCX) and the Climate Leaders (CL), two US initiatives to curb carbon emissions that were operating during a decisive regulatory event. In 2009 the Waxman-Markey Bill surprisingly passed the House of Representatives and brought the US economy a big step closer to a nationwide CO2 emission trading system. With an event study we assess how the stock market valued membership in the initiatives when the likelihood of CO2 regulation unexpectedly increased. Our f

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Yu, Wenkai. "Research on the Factors affecting the Stock Market." Highlights in Business, Economics and Management 45 (December 24, 2024): 518–23. https://doi.org/10.54097/d9xqez06.

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In recent years, stock prices have risen and fallen sharply, so that investors cannot be expected to accurately determine when to buy shares, thus greatly reducing the number of people participating in the stock market. Based on some data and the description of pictures, this paper draws some conclusions. The Internet can help the stock market further expand its influence and create conditions for solving the imbalance between supply and demand in China's structural finance. On the other hand, for new energy companies, resources such as international oil prices will have a negative relationshi

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Singh, Shashwat. "A STUDY ON IMPACT OF STOCK INDICES ON FOREIGN DIRECT INVESTMENT." INTERANTIONAL JOURNAL OF SCIENTIFIC RESEARCH IN ENGINEERING AND MANAGEMENT 08, no. 06 (2024): 1–5. http://dx.doi.org/10.55041/ijsrem35458.

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This study investigates the relationship between Foreign Direct Investment (FDI) inflows and the performance of key Indian stock indices, specifically the Nifty 50 and BSE Sensex, from April 2020 to December 2023. Despite FDI's crucial role in economic growth, existing research has often overlooked the nuanced interplay between stock market fluctuations and FDI within the Indian context. This study aims to fill this gap by analyzing the correlation and causal effects between these indices and FDI inflows, alongside a sectoral FDI trend analysis from 2020 to 2023. Utilizing secondary data, desc

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MRAD, FATMA, HAYKEL HAMDI, MOHAMED IMEN GALLALI, and JEAN-MICHEL SAHUT. "Do climate risk matter for stock market returns: Evidence from weather conditions." Bankers, Markets & Investors 180, no. 1 (2025): 0044. https://doi.org/10.54695/bmi.180.0044.

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This paper investigates the influence of climate risk on S&P 500 returns using New York weather variables over the period between January 3rd, 2000 and January 10th, 2023. The Bivariate Coherence Wavelet methods applied on daily data reveals that temperature, humidity and cloudiness seem to have a no significant correlation with the return of S&P 500 in the short-run. However, temperature shows a strong negative and significant impact on stock returns in the long-run. The Multivariate Coherence Wavelet methods applied shows that the weather variable considered together have a strong co

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Pham, Huy, Van Nguyen, Vikash Ramiah, Kashif Saleem, and Nisreen Moosa. "The effects of the Paris climate agreement on stock markets: evidence from the German stock market." Applied Economics 51, no. 57 (2019): 6068–75. http://dx.doi.org/10.1080/00036846.2019.1645284.

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Udoidem, John O., Bassey I. Frank, and Boniface C. Ekanem. "Macroeconomic Environment and Stock Price Movement in Nigeria: An Evaluation of Fama’s Model of Efficient Market." AKSU Journal of Administration and Corporate Governance 4, no. 2 (2024): 79–96. http://dx.doi.org/10.61090/aksujacog.2024.022.

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The study examined the link between macroeconomic environmental dynamics and stock price movements in Nigeria using Fama’s model of efficient market approach. The macroeconomic climate posed issues for Nigerian stock markets. The buying power of local currency occasionally impacted unfavourable changes in the majority of macroeconomic variables. In this study, an ex post facto research design was used. The study looked at certain macroeconomic variables and the evolution of Nigerian stock prices between 1985 and 2021. To test the hypothesis, quantile regression estimates of the Fama-French thr

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Hafida Nur Chofifah and Ani Wilujeng Suryani. "KOREAN MUSIC AWARDS AND ABNORMAL STOCK RETURNS." Copernican Journal of Finance & Accounting 11, no. 4 (2023): 27–43. http://dx.doi.org/10.12775/cjfa.2022.017.

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The global success of the K-pop music industry impacts the investment climate of the entertainment industry in the South Korean stock market. One of the driving factors attracting investors is the awards obtained by the K-pop idols. Hence, this event study investigates whether idols’ receiving awards creates stock abnormal returns (ARs) and cumulative abnormal returns (CARs). We collected five-day stock price data surrounding the events from 2018 to 2019 for the four entertainment companies. Using mean difference tests, we analyzed the movements of the stock returns. Our results show the appea

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Demchuk, Andriy, and Rajna Gibson. "Stock Market Performance and the Term Structure of Credit Spreads." Journal of Financial and Quantitative Analysis 41, no. 4 (2006): 863–87. http://dx.doi.org/10.1017/s0022109000002672.

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AbstractWe build a structural two-factor model of default where the stock market index is one of the stochastic factors. We allow the firm to adjust its leverage ratio in response to changes in the business climate for which the past performance of the stock market index acts as a proxy. We assume that the firm's log-leverage ratio follows a mean-reverting process and that the past performance of the stock index negatively affects the firms target leverage ratio. We show that for most credit ratings our model may explain actual yield spreads better than other well-known structural credit risk

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Mahamasiddiq, Amonboev. "Establishing Stock Market Attractiveness and Investment Infrastructure in Uzbekistan through Effective Implementation of Corporate Governance Mechanisms." INTERNATIONAL JOURNAL OF INNOVATION AND ECONOMIC DEVELOPMENT 4, no. 1 (2018): 19–28. http://dx.doi.org/10.18775/ijied.1849-7551-7020.2015.41.2002.

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Over the years, large scale of economic reforms has been undertaken in Uzbekistan in order to develop necessary measures to improve investment climate. Compared to GDP, the annual turnover of stock market is 550 times smaller in Uzbekistan and the sale of securities constitutes only 1,6% of GDP. This shows the low level of market infrastructure development. This article assesses the development potential of the stock market and the scale of development of corporate governance mechanisms in Uzbekistan and provides the application of scientific and theoretical proposals considering economic, pol

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Kant, A. "Practical Vitality of Green Bonds and Economic Benefits." Review of Business and Economics Studies 9, no. 1 (2021): 62–83. http://dx.doi.org/10.26794/2308-944x-2021-9-1-62-83.

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Climate change is an overarching challenge for achieving sustainable development. “Green” or “Climate” Bonds are often seen as a financial instrument that may help overcome low-carbon investment defiance. This paper explores green bonds’ potential contribution to low-carbon transition and the corporate sector’s benefit following the stock market reaction. This paper focuses on a new and fascinating subject because the green bonds market is under constant scrutiny since the emergence of the first green bond in 2007. Anticipating the significance of action towards climate change is continuously

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Cornell, Bradford. "Is the Stock Market Worried About Climate Change? Lessons from the 2010s." Journal of Impact and ESG Investing 1, no. 3 (2020): 51–58. http://dx.doi.org/10.3905/jesg.2020.1.009.

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Gu, Jingyi, Fadi P. Deek, and Guiling Wang. "Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network." International Journal of Artificial Intelligence & Applications 14, no. 2 (2023): 11–28. http://dx.doi.org/10.5121/ijaia.2023.14202.

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Predicting the Stock movement attracts much attention from both industry and academia. Despite such significant efforts, the results remain unsatisfactory due to the inherently complicated nature of the stock market driven by factors including supply and demand, the state of the economy, the political climate, and even irrational human behavior. Recently, Generative Adversarial Networks (GAN) have been extended for time series data; however, robust methods are primarily for synthetic series generation, which fall short for appropriate stock prediction. This is because existing GANs for stock a

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Yu, Poshan, Haoran Xu, and Jianing Chen. "Double Asymmetric Impacts, Dynamic Correlations, and Risk Management Amidst Market Risks: A Comparative Study between the US and China." Journal of Risk and Financial Management 17, no. 3 (2024): 99. http://dx.doi.org/10.3390/jrfm17030099.

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Extreme shocks, including climate change, economic sanctions, geopolitical conflicts, etc., are significant and complex issues currently confronting the global world. From the US–China perspective, this paper employs the DCC-DAGM model to investigate how diverse market risks asymmetrically affect return volatility, and extract correlations between stock indices and hedging assets. Then, diversified and hedging portfolios, constructed by optimal weight and hedge ratio, are investigated using multiple risk reduction measures. The empirical results highlight that, first, diverse risks exhibit an

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Bonga, Wellington Garikai. "A Nimble Review of the Development Path of Sierra Leone Stock Market." Saudi Journal of Economics and Finance 6, no. 12 (2022): 416–21. http://dx.doi.org/10.36348/sjef.2022.v06i12.003.

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Economies with more active stock markets develop faster over successive decades. Such development remains attainable even after adjusting for various other factors underlying economic growth. Sierra Leone is one country whose stock market is now more than a decade old but remains poorly active. The number of listings as well as participation in the stock market remains low and insignificant. The study made a light review of the development path of the stock market in an effort to identify the derailing issues and suggesting ways to resolve. Through the review, it was obtained that there exist

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Noviriani, Eliza, Soraya Soraya, and Zulham Al Farizi. "FENOMENA MONDAY EFFECT PADA INDEKS HARGA SAHAM GABUNGAN INDONESIA." Jurnal Akuntansi Indonesia 7, no. 1 (2018): 15. http://dx.doi.org/10.30659/jai.7.1.15-29.

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The purpose of this research is to get empirical evidence about Monday effect phenomenon on Indonesia Composite Stock Price Index. The diversity of arguments and research results on the Monday effect phenomenon derived from previous studies makes this phenomenon interesting to investigate. By using Kruskal Wallis test and Simple Regression on 246 daily stock returns during 2016, it can be concluded that there is no Monday effect phenomenon on Indonesia Composite Stock Price Index. It causes condition of Indonesia capital market in 2016. Results show the average positive return occurs in almost

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Alam, Md Mahmudul, Yasmin Mohamad Tahir, Abdulazeez Y.H. Saif-Alyousfi, and Reza Widhar Pahlevi. "Climate change-induced firms’ initiatives and investors’ perceptions: evidence from Bursa Malaysia." Sustainability Accounting, Management and Policy Journal, October 6, 2023. http://dx.doi.org/10.1108/sampj-08-2021-0344.

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Purpose This research paper aims to empirically explore how stock market investors’ perceptions are affected by extreme climatic events like El Nino and floods in Malaysia. Design/methodology/approach This study uses structural equation modelling (SEM) to analyse the empirical data gathered through a questionnaire survey involving 273 individual investors from Bursa Malaysia between January and June 2019. Findings Results reveal that companies’ efforts, especially for agriculture and plantation-based industries, to adapt to climate change risk at the production, business and stock market level

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Lasisi, Lukman, Philip C. Omoke, and Afees A. Salisu. "Climate Policy Uncertainty and Stock Market Volatility." Asian Economics Letters 3, Early View (2022). http://dx.doi.org/10.46557/001c.37246.

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We examine the relationship between climate policy uncertainty (CPU) and stock market volatility using the GARCH-MIDAS framework to accommodate the variables in their available frequencies thereby circumventing information loss associated with data aggregation or splicing. We find that stock market volatility significantly responds to CPU and we further document improved forecast and economic gains of observing CPU relative to ignoring it.

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Antoniuk, Yevheniia, and Thomas Leirvik. "Climate change events and stock market returns." Journal of Sustainable Finance & Investment, June 9, 2021, 1–26. http://dx.doi.org/10.1080/20430795.2021.1929804.

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Schuetze, Franziska, Darko Aleksovski, and Igor Mozetic. "Stock Market Reactions to International Climate Negotiations." SSRN Electronic Journal, 2020. http://dx.doi.org/10.2139/ssrn.3718277.

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Albanese, Marina, Guglielmo Maria Caporale, Ida Colella, and Nicola Spagnolo. "Climate Physical Risk and Asian Stock Market Returns." SSRN Electronic Journal, 2024. http://dx.doi.org/10.2139/ssrn.4908497.

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