Climate risks and prediction of sectoral REITs volatility - Salisu, Afees A.,Ogbonna, Ahamuefula Ephraim,Bouri, Elie,Gupta, Rangan (Department of Economics, University of Pretoria, 2024)
Keywords: Graue Literatur; Climate risks; emerging and developed economies; sectoral REITs; realized volatility; feasible quasi-generalized least squares (FQGLS) method; forecast evaluation