预测气候敏感行业的波动性:一种带有多个气候风险指标的机制转换GARCH-MIDAS方法

Forecasting climate-sensitive industries' volatility: A regime-switching GARCH-MIDAS approach with multiple climate risk indicators

International Review of Financial Analysis · 2025
被引 5
ABS 3
金融经济学计量经济学气候经济学环境经济学