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Keywords: Simultaneous quantile
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Journal Articles
Journal of Financial Economic Policy (2024) 16 (5): 690–732.
Published: 03 September 2024
...Linh Ho; Alan Renwick Purpose With the rise of mandating climate-related disclosures (CRD), this paper aims to investigate how energy and agriculture markets are exposed to climate disclosure risk. Design/methodology/approach Using the multivariable simultaneous quantile regression and data...

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