Localizing Temperature Risk

By Wolfgang Karl Härdle, Brenda López Cabrera, Ostap Okhrin, Weining Wang. 2016

63 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/91690ea91a1e95a0253a14f91409c0d2a81908eb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Franziska Schulz
2. Brenda López Cabrera

In Finance

1. Franziska Schulz
2. Brenda López Cabrera

Citations in the corpus

• Volatility linkages between energy and agricultural commodity prices (2016, methodology): “Seasonal e ects in the data are removed using a local linear regression function (LLR) as suggested by Härdle et al. (2011).”
• Time-Varying Periodicity in Intraday Volatility (2019, unknown): “Examples include Chiu (1989), Ghysels, Hall, and Lee (1996), Härdle et al. (2016), Hylleberg (1992), Jones and Brelsford (1967), Siegel (1980), and Troutman (1978).”