Assessing the Impact of Climate and Environmental News on Financial Markets

Gianna Figà-Talamanca (), Andrea Fronzetti Colladon, Barbara Guardabascio, Marco Patacca and Ludovica Segneri
Additional contact information
Gianna Figà-Talamanca: University of Perugia, Department of Economics
Andrea Fronzetti Colladon: University of Perugia, Department of Engineering
Marco Patacca: University of Perugia, Department of Economics
Ludovica Segneri: University of Perugia, Department of Engineering

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2024, pp 167-171 from Springer

Abstract: Abstract In this paper, we investigate the impact of climate and environmental attention on the dynamics of returns of two US stock market indexes: the broader S&P 500 and the theme-related S&P 500 Energy.

Keywords: Sentiment analysis; GARCH models; Volatility; Risk measures; Semantic Brand Score (search for similar items in EconPapers)
Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-64273-9_28

Ordering information: This item can be ordered from
http://www.springer.com/9783031642739

DOI: 10.1007/978-3-031-64273-9_28

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().