... simulations C22 C53 F14 G10 G15 In a rapidly evolving world, the influence of uncertainty on human choices and perceptions cannot be overlooked. Whether arising from economic fluctuations, regulatory changes, climate concerns, shifts in monetary policy, or unforeseen global events...

... models. The t-statistic of the average f t tests whether including green innovation significantly improves forecast accuracy. Climate risk Green innovation Sectoral profitability ADL-MIDAS United States C53 E32 G32 Q54 Q55 The growing economic relevance of climate...

...-EGARCH Reserve currency Safe asset scarcity Volatility C10 C53 C58 The U.S. financial markets play a significant role in shaping the U.S. and global economies due to their size, depth, currency dominance, and institutional influence. Because the U.S. dollar is both the dominant...

... Emerald Publishing Limited Licensed re-use rights only Climate risks Green asset returns Hedging Forecast evaluation C53 G11 Q54 Figure 6 Green and conventional assets in Vietnam, and (Temperature fluctuations) (2010–2023). Source: Author’s own work A line graph shows...

... re-use rights only Bank stability Machine learning Regularization Explainable AI (XAI) G21 G32 C12 C53 E44 E50 Banking stability stands as a linchpin for financial resilience, economic prosperity, and systemic risk containment, a role magnified in emerging markets where...

... tools utilized (Tang et al., 2022). COVID-19 Electronic payment Forecasting Grey systems C53 D81 E42 Human progress is often a gradual process, marked by incremental improvements that lead to a more comfortable, healthier, and longer-lived population. However, at certain...

... Conventional bond Treasury bond Covid-19 crisis Russian–Ukrainian crisis Support vector regression model G12 D53 G01 C53 The disastrous outcomes of the climate crisis that humanity experiences can affect, according to the Intergovernmental Panel on Climate Change (2022) , vital dimensions...

... temperatures. Climate change Stock return volatility Technology shocks Advanced economies C53 G10 Q54 Q55 Table 1 Climate change-stock return volatility nexus based on the full-sample μ α β θ w m Canada RV...

... to recurrent expenditure for the economy to be guided on growth. C53 H53 H68 The relationship between government expenditures and output has been widely researched using alternative approaches. The efficient allocation of public resources largely drives the analysis of this relationship (see...

... C53 E37 F47 O47 Identifying sectors that hold the key to economic growth helps in policy design, macroeconomic research and portfolio management. The identification is especially relevant for emerging market economies. Policymakers need to identify sectors that inhibit/promote growth...

... Inequality Time-varying predictions C32 C53 D31 G01 We contribute to this literature by exploring the time-varying predictive power of financial shocks for growth in income (and consumption) inequality in the United Kingdom (UK) over the quarterly period of 1975:2 to 2016:1. Unlike...

... explanatory components. Moreover, the authors compare official with private-sector (consensus) forecasts and assess which one is better or preferred. Forecasting performance Encompassing tests CBO Consensus C53 E17 H62 Over the recent years, a key issue in the design of fiscal policy has...

... Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Asset pricing Business cycle Human capital Six-factor asset pricing model olatility C53 E24 F44 G12 H12 To examine the dynamics in the troika of asset pricing, volatility, and the business cycle...

... 09 2019 25 09 2019 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Forecasting income growth Global interconnections Macroeconomic forecasting Combination forecasts C22 C53 E37 F43 O47 Exploring the interlinkages...