On the public citation graph
Wildfires and Financial Markets: High-Frequency Evidence from U.S. Stock Indices
0 signed · 54 inferred · view as graph
Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.
Is this your work? Sign in with ORCID and put your name on the
claims that are yours.
Reference health. See whether every reference in this work resolves to a
known work and none has been retracted — and get a dated CiteStamped
badge you can embed.
What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/978-3-642-74741-0_3openalex-snapshot
Stock Price Reversals and Overreaction to News Events: A Survey of Theory and Evidence
inferredcites →https://doi.org/10.1007/bf01180700openalex-snapshot
A spectral decomposition for structural VAR models
inferredcites →https://doi.org/10.1007/s00181-024-02574-3openalex-snapshot
Assessing the financial impacts of significant wildfires on US capital markets: sectoral analysis
inferredcites →https://doi.org/10.1016/b978-0-12-817465-4.00002-9openalex-snapshot
The Effects of Natural Disasters on Stock Market Return and Volatility in Hong Kong
inferredcites →https://doi.org/10.1016/j.ecolecon.2020.106836openalex-snapshot
Public Attention to Environmental Issues and Stock Market Returns
inferredcites →https://doi.org/10.1016/j.ememar.2018.03.002openalex-snapshot
Asymmetric linkages among the fear index and emerging market volatility indices
inferredcites →https://doi.org/10.1016/j.eneco.2018.08.021openalex-snapshot
Time-varying rare disaster risks, oil returns and volatility
inferredcites →https://doi.org/10.1016/j.eneco.2024.107729openalex-snapshot
The impact of oil shocks on green, clean, and socially responsible markets
inferredcites →https://doi.org/10.1016/j.esr.2025.101695openalex-snapshot
How do economic policy uncertainty and geopolitical risk affect oil imports? Evidence from China and India
inferredcites →https://doi.org/10.1016/j.finmar.2018.10.003openalex-snapshot
Market anomalies and disaster risk: Evidence from extreme weather events
inferredcites →https://doi.org/10.1016/j.frl.2021.101967openalex-snapshot
Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX
inferredcites →https://doi.org/10.1016/j.frl.2022.102707openalex-snapshot
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach
inferredcites →https://doi.org/10.1016/j.frl.2023.103980openalex-snapshot
Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach
inferredcites →https://doi.org/10.1016/j.frl.2023.104062openalex-snapshot
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications
inferredcites →https://doi.org/10.1016/j.frl.2023.104504openalex-snapshot
Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation
inferredcites →https://doi.org/10.1016/j.frl.2023.104631openalex-snapshot
The dynamics of utility stocks amidst adversity of Hurricane Sandy
inferredcites →https://doi.org/10.1016/j.frl.2024.105380openalex-snapshot
The impact of geopolitical risk on sustainable markets: A quantile-time-frequency analysis
inferredcites →https://doi.org/10.1016/j.frl.2024.106272openalex-snapshot
Wavelet quantile correlation between DeFi assets and banking stocks
inferredcites →https://doi.org/10.1016/j.gfj.2021.100679openalex-snapshot
Spreading the Fear: The Central Role of Cboe VIX in Global Stock Market Uncertainty
inferredcites →https://doi.org/10.1016/j.ijforecast.2011.02.006openalex-snapshot
Better to give than to receive: Predictive directional measurement of volatility spillovers
inferredcites →https://doi.org/10.1016/j.ijforecast.2023.04.002openalex-snapshot
Predicting recessions using VIX–yield curve cycles
inferredcites →https://doi.org/10.1016/j.inteco.2024.100571openalex-snapshot
The effects of physical and transition climate risk on stock markets: Some multi-Country evidence
inferredcites →https://doi.org/10.1016/j.jbankfin.2007.12.007openalex-snapshot
Weather and intraday patterns in stock returns and trading activity
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.106883openalex-snapshot
Natural disasters and market manipulation
inferredcites →https://doi.org/10.1016/j.jclepro.2024.143719openalex-snapshot
Quantile-frequency connectedness among climate change stocks: The roles of climate change attention and global uncertainties
inferredcites →https://doi.org/10.1016/j.jcomm.2020.100124openalex-snapshot
Stock market response to potash mine disasters
inferredcites →https://doi.org/10.1016/j.jeconom.2014.04.012openalex-snapshot
On the network topology of variance decompositions: Measuring the connectedness of financial firms
inferredcites →https://doi.org/10.1016/j.jfs.2012.03.002openalex-snapshot
A simple indicator of systemic risk
inferredcites →https://doi.org/10.1016/j.landurbplan.2024.105062openalex-snapshot
Climate change and real estate markets: An empirical study of the impacts of wildfires on home values in California
inferredcites →https://doi.org/10.1016/j.mulfin.2021.100680openalex-snapshot
Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system
inferredcites →https://doi.org/10.1016/j.pacfin.2011.10.001openalex-snapshot
How do investors react under uncertainty?
inferredcites →https://doi.org/10.1016/j.ribaf.2006.05.001openalex-snapshot
Contagion effect in financial markets after the South-East Asia Tsunami
inferredcites →https://doi.org/10.1016/j.seps.2023.101791openalex-snapshot
Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link
inferredcites →https://doi.org/10.1057/ces.2013.16openalex-snapshot
The Impact of Natural Disasters on Stock Markets: Evidence from Japan and the US
inferredcites →https://doi.org/10.1080/0003684042000282489openalex-snapshot
Measuring the impact of natural disasters on capital markets: an empirical application using intervention analysis
inferredcites →https://doi.org/10.1080/00036846.2023.2295305openalex-snapshot
Downside risk connectedness between Islamic sectors and green bond markets: implications for hedging and investment strategies
inferredcites →https://doi.org/10.1108/jpif-04-2024-0047openalex-snapshot
Inflation hedging: a comparative wavelet quantile correlation analysis of real estate and alternative assets
inferredcites →https://doi.org/10.1111/0022-1082.00184openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
inferredcites →https://doi.org/10.1111/acfi.12484openalex-snapshot
Market Response of US Equities to Domestic Natural Disasters: Industry-Based Evidence
inferredcites →https://doi.org/10.1111/jori.12449openalex-snapshot
Mitigating wildfire losses via insurance‐linked securities: Modeling and risk management perspectives
inferredcites →https://doi.org/10.1111/pbaf.12245openalex-snapshot
Assessing the Financial Impact of Natural Disasters on Local Governments
inferredcites →https://doi.org/10.1111/twec.12731openalex-snapshot
The world stock markets under geopolitical risks: Dependence structure
inferredcites →https://doi.org/10.1287/mnsc.2021.3984openalex-snapshot
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
inferredcites →https://doi.org/10.1287/mnsc.2021.4018openalex-snapshot
Panic Selling When Disaster Strikes: Evidence in the Bond and Stock Markets
inferredcites →https://doi.org/10.1287/msom.2019.0777openalex-snapshot
Stock Market Reaction to Supply Chain Disruptions from the 2011 Great East Japan Earthquake
inferredcites →https://doi.org/10.1504/gber.2008.016824openalex-snapshot
The impact of natural events and disasters on the Australian stock market: a GARCH-M analysis of storms, floods, cyclones, earthquakes and bushfires
inferredcites →https://doi.org/10.2139/ssrn.2316285openalex-snapshot
On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
inferredcites →https://doi.org/10.2307/3003485openalex-snapshot
The Determination of Financial Structure: The Incentive-Signalling Approach
inferredcites →https://doi.org/10.3386/w6324openalex-snapshot
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
inferredcites →https://doi.org/10.3390/jrfm13040084openalex-snapshot
Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
inferredcites →https://doi.org/10.5772/intechopen.1006297openalex-snapshot
The Impact of the Maui Wildfires on Economic Sustainability, Public Awareness, and Environmental Stewardship in Hawai’i
inferredcites →https://doi.org/10.63053/ijset.40openalex-snapshot
The Beneficial Role of Silicon Valley's Technological Innovations and Venture Capital in Strengthening Global Financial Markets
Editorial review for independent work. ICSAC — the Institute for Complexity
Science and Advanced Computing — runs a structured editorial panel for researchers
publishing outside journals, and publishes on CiteStamp rails. Submission is free
and goes through ORCID: icsacinstitute.org/submit.