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Christian, Pierdzioch ; Jacobus, Nel ; Mark E, Wohar ; Rangan, Gupta ; RANGAN, GUPTA ; Christian, Pierdzioch ; Mark, Wohar. (2022) Climate Risks and Predictability of Commodity Returns and Volatility: Evidence from Over 750 Years of Data.
In: Working Papers. RePEc:pre:wpaper:202242.

Full description at Econpapers

cites:

Gupta, R., Suleman, T., and Wohar, M.E. (2018). The role of time-varying rare disaster risks in predicting bond returns and volatility. Review of Financial Economics. DOI: https://doi.org/10.1002/rfe.1051.

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