Modeling time varying risk of natural resource assets: Implications of climate change

DOI10.3982/QE1597MaRDI QIDQ5087330zbMATH OpenOpenAlexWikidataFDO

Authors Anke D. Leroux, Vance Martin, Kathryn A. st. John

Publication date 11 July 2022

Published in Quantitative Economics (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.3982/qe1597

zbMATH Keywords

climate changerealized variancenatural resource portfolioRV-DCC

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Cited in

(1)

• scientific article; zbMATH DE number 7071937 (Why is no real title available?)

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