The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets
Zhou, Yuqin, Wu, Shan, Liu, Zhenhua, Rognone, Lavinia
Published in Nature communications (07.11.2023)
Published in Nature communications (07.11.2023)
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Journal Article
News sentiment in the cryptocurrency market: An empirical comparison with Forex
Rognone, Lavinia, Hyde, Stuart, Zhang, S. Sarah
Published in International review of financial analysis (01.05.2020)
Published in International review of financial analysis (01.05.2020)
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Journal Article
Commodity Futures Market Conditions and Climate Policy Risk: Evidence From Energy and Metals Markets
Dogah, Kingsley E., Wu, Yingying, Rognone, Lavinia
Published in The journal of futures markets (01.10.2024)
Published in The journal of futures markets (01.10.2024)
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Journal Article
Climate risk and the nexus of clean energy and technology stocks
Bouri, Elie, Dudda, Tom L., Rognone, Lavinia, Walther, Thomas
Published in Annals of operations research (27.07.2023)
Published in Annals of operations research (27.07.2023)
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Journal Article
Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model
Karmakar, Sayar, Gupta, Rangan, Cepni, Oguzhan, Rognone, Lavinia
Published in Resources policy (01.05.2023)
Published in Resources policy (01.05.2023)
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Journal Article
Climate risk, ESG ratings, and the flow-performance relationship in mutual funds
Ali, Sara, Badshah, Ihsan, Demirer, Riza, Hegde, Prasad, Rognone, Lavinia
Published in Global finance journal (01.09.2024)
Published in Global finance journal (01.09.2024)
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Journal Article