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

DOI10.3982/QE1597zbMath1489.91190WikidataQ111838395 ScholiaQ111838395MaRDI QIDQ5087330

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

Publication date: 11 July 2022

Published in: Quantitative Economics (Search for Journal in Brave)

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

zbMATH Keywords

climate change; realized variance; natural resource portfolio; RV-DCC

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B76: Environmental economics (natural resource models, harvesting, pollution, etc.)