232570 documents matched the search for Climate Physical Risk in titles and keywords.
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Physical Climate Risk and Insurers, Robert Engle, Shan Ge, Hyeyoon Jung and Xuran Zeng,
from Federal Reserve Bank of New York
(2024)
Keywords: insurance; climate change; physical risk
Physical Climate Risk Factors and an Application to Measuring Insurers’ Climate Risk Exposure, Robert Engle, Shan Ge, Hyeyoon Jung and Xuran Zeng,
from Federal Reserve Bank of New York
(2023)
Keywords: insurance; climate change; physical risk; transition risk
Who Bears Climate-Related Physical Risk?, Natee Amornsiripanitch and David Wylie,
from Federal Reserve Bank of Philadelphia
(2023)
Keywords: Climate Risk; Physical Risk; Inequality; Housing
The materiality and measurement of physical climate risk: evidence from Form 8-K, Glen Gostlow,
from London School of Economics and Political Science, LSE Library
(2020)
Keywords: climate change; climate risk; physical risk; Form 8-K; materiality
Relationship Between Climate Risk and Physical and Organizational Capital, Kiridaran Kanagaretnam, Gerald Lobo and Lei Zhang,
in Management International Review
(2022)
Keywords: Climate risk, Corporate investment, Physical capital, Organizational capital
Let’s get physical: Comparing metrics of physical climate risk, Linda I. Hain, Julian F. Kölbel and Markus Leippold,
in Finance Research Letters
(2022)
Keywords: Climate change; Physical risk scores; Disagreement; Model uncertainty;
Climate Physical Risk and Asian Stock Market Returns, Marina Albanese, Guglielmo Maria Caporale, Ida Colella and Nicola Spagnolo,
from CESifo
(2024)
Keywords: climate change, physical risk, Global Climate Risk Index, stock markets, Asia, panel data, fixed effects
Exposures to climate change's physical risks in Chile, Magdalena Cortina and Carlos Madeira,
in Latin American Journal of Central Banking (previously Monetaria)
(2023)
Keywords: Global warming; Latin america; Exposures to climate change; Physical risks from climate change; Real estate;
The globalization of climate change: amplification of climate-related physical risks through input-output linkages, Stephan Fahr, Richard Senner and Andrea Vismara,
from European Central Bank
(2024)
Keywords: climate change, physical risk, supply chains
Bank exposure to climate-related physical risk In Italy: an assessment based on AnaCredit data on loans to non-financial corporations, Giorgio Meucci and Francesca Rinaldi,
from Bank of Italy, Economic Research and International Relations Area
(2022)
Keywords: climate change, climate risk, physical risk, credit risk
Global Economic Impacts of Physical Climate Risks, Caterina Lepore and Roshen Fernando,
from International Monetary Fund
(2023)
Keywords: climate risk analysis; capital markets department; climate risk; physical capital; productivity change; Climate change; Productivity; Agricultural sector; Natural disasters; Global; North America; Western Europe; Europe
Assessing Physical Climate Risks: An AI-Powered Tool for Businesses, Jean-Louis Bertrand and Miia Chabot,
from Springer
(2024)
Keywords: Artificial intelligence (AI), Physical climate risks, Climate scores, Sustainability, Climate change
Transition versus physical climate risk pricing in European financial markets: a text-based approach, Giovanna Bua, Daniel Kapp, Federico Ramella and Lavinia Rognone,
from European Central Bank
(2022)
Keywords: Climate risk premia, Physical risk, Text analysis, Transition risk
Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks, Xin Xu, Haizhong An, Shupei Huang, Nanfei Jia and Yajie Qi,
in International Review of Economics & Finance
(2024)
Keywords: Climate transition risk; Climate physical risk; Energy stocks; Multi-scale moment migration;
Global Economic Impacts of Physical Climate Risks on Agriculture and Energy, Roshen Fernando,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2024)
Keywords: climate change, extreme events, physical climate risks, macroeconomics, CGE, DSGE, machine learning
Are investors sensitive to climate-related transition and physical risks? Evidence from global stock markets, Leanne (Si Ying) Zhang,
in Research in International Business and Finance
(2022)
Keywords: Climate change; Transition risks; Physical risks; Stock returns; Textual analysis;
The double materiality of climate physical and transition risks in the euro area, Régis Gourdel, Irene Monasterolo, Nepomuk Dunz, Andrea Mazzocchetti and Laura Parisi,
from European Central Bank
(2022)
Keywords: climate physical risk, climate transition risk, double materiality, network for greening the financial system scenarios, stock-flow consistent model
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks Affects the CDS Term Structure*, Julian F Kölbel, Markus Leippold, Jordy Rillaerts and Qian Wang,
in Journal of Financial Econometrics
(2024)
Keywords: climate risk disclosure, CDS spreads, 10-K filings, physical risks, transition risks, BERT model
Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure, Julian F Kölbel, Markus Leippold, Jordy Rillaerts and Qian Wang,
from Swiss Finance Institute
(2021)
Keywords: climate risk disclosure, CDS spreads, 10-K filings, physical risks, transition risks, BERT model
Quantifying Climate Change Risks for the Real Estate Industry, Daniel Piazolo,
from European Real Estate Society (ERES)
(2022)
Keywords: Climate Change; Physical Risks; Transitional Risks
Physical risks from climate change faced by Japan's financial institutions: Impact of floods on real economy, land prices, and FIs' financial conditions, Takuro Ashizawa, Kakuho Furukawa, Ryuichiro Hashimoto, Yoshiyasu Koide, Tomomi Naka, Kenji Nishizaki, Nao Sudo and Genichiro Suzuki,
from Bank of Japan
(2022)
Keywords: Climate change; Natural disaster; Physical risk; Financial stability
The Effects of Physical and Transition Climate Risk on Stock Markets: Some Multi-Country Evidence, Marina Albanese, Guglielmo Maria Caporale, Ida Colella and Nicola Spagnolo,
from CESifo
(2024)
Keywords: climate change, physical risk, transition risk, stock markets, balanced panel VAR, impulse response analysis, local projections
Assessing systemic climate change risk by country. Reflections from the use of composite indicators, Denitsa Angelova, Andrea Bigano, Francesco Bosello, Shouro Dasgupta and Silvio Giove,
from Department of Economics, University of Venice "Ca' Foscari"
(2023)
Keywords: climate risk, physical climate risk, climate risk index, composite indicator
Quantitative assessment of the financial materiality of climate physical risks: a case study, Lucia Alessi and Andrea Giacomelli,
from Joint Research Centre, European Commission
(2024)
Keywords: Sustainability reporting standards, double materiality assessment, ESG sustainability report, environmental sustainability, ESG risk management, climate physical risk, idiosyncratic forward-looking information
Global Economic Impacts of Physical Climate Risks, Roshen Fernando and Caterina Lepore,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2023)
Keywords: Climate change, Climate risks, Extreme events, Macroeconomic modelling
Nonlinear effects of climate risks on climate-sensitive sectors, Wenqiang Zhu and Shouwei Li,
in Economic Change and Restructuring
(2024)
Keywords: Climate physical risk, Climate transition risk, Climate policy uncertainty, Climate-sensitive sectors
Can green investment funds hedge climate risk?, Nadia Arfaoui, Muhammad Abubakr Naeem, Teja Maherzi and Umar Nawaz Kayani,
in Finance Research Letters
(2024)
Keywords: Green Investment Funds; Climate transition risk; Climate physical risk; TVOC;
Physical and transition risk premiums in euro area corporate bond markets, Joost Bats, Giovanna Bua and Daniel Kapp,
from DNB
(2023)
Keywords: Climate risk; physical risk; transition risk; corporate bonds
Physical climate change and the sovereign risk of emerging economies, Hannes Boehm,
in Journal of Economic Structures
(2022)
Keywords: Climate risks, Sovereign risk, International finance, Emerging market economies, Institutions
Polish household default risk and physical risk of climate change, Kurowski Łukasz and Sokal Katarzyna,
in Financial Internet Quarterly (formerly e-Finanse)
(2023)
Keywords: Physical Risk, Credit Risk, Household Debt, Extreme Weather
Climate-related risks to financial stability, Tina Emambakhsh, Margherita Giuzio, Luca Mingarelli, Dilyara Salakhova and Martina Spaggiari,
in Financial Stability Review
(2022)
Keywords: climate change, green finance, net zero, physical risk, transition risk
An Exogenous Risk in Fiscal-Financial Sustainability: Dynamic Stochastic General Equilibrium Analysis of Climate Physical Risk and Adaptation Cost, Shuqin Gao,
in JRFM
(2024)
Keywords: fiscal sustainability; budget; deficit; fiscal cliff; climate physical risk; tax revenue; GDP; contingent liabilities; public expenditures; insolvency; equilibrium; liquidity; DSGE
Can climate-related risks increase audit fees?–Evidence from China, Xin Yang, Luohan Wei, Rantian Deng, Jie Cao and Chuangxia Huang,
in Finance Research Letters
(2023)
Keywords: Physical climate risks; Transition climate risks; Audit fees; Text analysis;
On the Effects of Physical Climate Risks on the Chinese Energy Sector, Christian Oliver Ewald, Chuyao Huang and Yuyu Ren,
in JRFM
(2024)
Keywords: climate risk; energy markets; commodities; TVP-SV-VAR model
Transmission Channels of Climate Risk, Elisabetta Gualandri, Paola Bongini, Maurizio Pierigè and Marina Di Janni,
from Palgrave Macmillan
(2024)
Keywords: Transition risk, Physical risk, Credit risk, Market risk, Liquidity risk, Operational risk, Reputational risk, Climate risk drivers, Transmission channels
How can climate risk stress testing be implemented?, Greg Hopper,
in Journal of Risk Management in Financial Institutions
(2021)
Keywords: Stress testing, climate risk management, physical risk, transition risk, climate scenarios, climate models
Climate Finance, Stefano Giglio, Bryan Kelly and Johannes Stroebel,
from CESifo
(2020)
Keywords: climate change, climate risk, physical risk, transition risk, ESG
Climate risk and gold, Afees Salisu, Abeeb Olaniran and Lukman Lasisi,
in Resources Policy
(2023)
Keywords: Climate change-related risk; Gold; Transition risk; Physical risk; Forecast; Utility metrics;
Climate Risk and Capital Structure, Edith Ginglinger and Quentin Moreau,
in Management Science
(2023)
Keywords: physical climate risk, climate change exposure, Paris Agreement, capital structure, leverage, credit rating, ESG
Identifying assets exposed to physical climate risk: A decision-support methodology, Jean-Louis Bertrand, Miia Chabot, Xavier Brusset and Valentin Courquin,
in International Journal of Production Economics
(2024)
Keywords: Climate change; Climate risk; Supply chain; Decision support;
Climate change, risk factors and stock returns: A review of the literature, Alessio Venturini,
in International Review of Financial Analysis
(2022)
Keywords: Climate change; Physical risk; Transition risk; Asset pricing; ESG;
Climate risks and financial stability: Evidence from the European financial system, Miia Chabot and Jean-Louis Bertrand,
in Journal of Financial Stability
(2023)
Keywords: Financial stability; Physical risks; Transition risk; Climate change;
Physical and transition risk premiums in euro area corporate bond markets, Joost Victor Bats, Giovanna Bua and Daniel Kapp,
from European Central Bank
(2024)
Keywords: climate physical risk, climate transition risk, corporate bonds, intertemporal hedging demand, news index
Does green bond issuance have an impact on climate risk concerns?, Chih-Wei Wang, Yu-Ching Wu, Hsin-Yi Hsieh, Po-Hsiang Huang and Meng-Chieh Lin,
in Energy Economics
(2022)
Keywords: Transition risks; Acute physical risks; Chronic physical risks; Climate-related opportunities; Green bond issuance;
Climate Risks, Martin Hellmich and Rüdiger Kiesel,
from World Scientific Publishing Co. Pte. Ltd.
(2021)
Keywords: Climate Finance, Carbon Risks, Transition Risks, Emission Certificates, Green Bonds, Carbon Credits, Stress Tests, Machine Learning, Physical Risks, Carbon Markets, Carbon Disclosure, Carbon-Intensity, Commodity Markets, Climate Economics, Climate Risks, Big Data, Emission Certificates, Carbon Investors, Divestment,
Physical Activity, Climate Change and Health—A Conceptual Model for Planning Public Health Action at the Organizational Level, Sven Schneider, Alexandra von Winning, Fiona Grüger, Stefan Anderer, Robert Hoffner and Lilian Anderson,
in IJERPH
(2022)
Keywords: physical activity; public health; sport; risk; climate change; population
Climate Risk and its Impact on Insurance, José Garrido, Xavier Milhaud, Anani Olympio and Max Popp,
from HAL
(2024)
Keywords: Climate change,Actuaries Climate Index™,European actuarial climate indices,physical climate risk,geographical grid,heat waves,excess mortality.
Climate Risk and its Impact on Insurance, Jose Garrido, Xavier Milhaud, Anani Olympio and Max Popp,
from HAL
(2024)
Keywords: Climate change,Actuaries Climate Index™,European actuarial climate indices,Physical climate risk,Geographical grid,Heat waves,Excess mortality
Expect the worst, hope for the best: The valuation of climate risks and opportunities in sovereign bonds, Julia Anna Bingler,
from CER-ETH - Center of Economic Research (CER-ETH) at ETH Zurich
(2022)
Keywords: sovereign bonds yields; climate physical risks; climate transition risks; climate opportunities; LASSO dimensionality reduction
Results of the 2022 climate risk stress test of the Eurosystem balance sheet, Maximilian Germann, Piotr Kusmierczyk and Christelle Puyo,
in Economic Bulletin Boxes
(2023)
Keywords: Climate change, climate risk scenarios, climate risk stress test, Eurosystem balance sheet, NGFS, physical risk, risk management, transition risk
Testimony on Exploring Financial Risks on Banking Posed by Climate Change, Dina Maher,
from Federal Reserve Bank of New York
(2022)
Keywords: climate-related financial risk; physical risk; transition risk; Federal Reserve; New York (State); climate change; supervision
Climate risks, financial performance and lending growth: Evidence from the banking industry, Fatima Chalabi-Jabado and Ydriss Ziane,
in Technological Forecasting and Social Change
(2024)
Keywords: Climate risks; Physical risks; Transition risks; Performance; Banks; Climate Disclosure Project;
Physical activity and climate change attitudes, George Cunningham, Brian P. McCullough and Shelby Hohensee,
in Climatic Change
(2020)
Keywords: Sport, Physical activity, Self-interest, Climate attitudes
Physical climate change risks and the sovereign creditworthiness of emerging economies, Hannes Böhm,
from Halle Institute for Economic Research (IWH)
(2020)
Keywords: climate risks, sovereign creditworthiness, international finance, emerging market economies, institutions
Exploring the Interplay of the Physical Environment and Organizational Climate in Innovation, Lei Peng and Ruiying Jia,
in Sustainability
(2023)
Keywords: innovation; physical environment; innovation climate
The risk of corporate lock-in to future physical climate risks: the case of flood risk in England and Wales, Shilpita Mathews, Swenja Surminski and Viktor Roezer,
from London School of Economics and Political Science, LSE Library
(2021)
Keywords: lock-in; SME; flooding; climate change; risk disclosure; risk assessment
The risk of corporate lock-in to future physical climate risks: the case of flood risk in England and Wales, Shilpita Mathews, Swenja Surminski and Viktor Roezer,
from London School of Economics and Political Science, LSE Library
(2021)
Keywords: lock-in; SME; flooding; climate change; risk disclosure; risk assessment
ECB’s economy-wide climate stress test, Spyros Alogoskoufis, Nepomuk Dunz, Tina Emambakhsh, Tristan Hennig, Michiel Kaijser, Charalampos Kouratzoglou, Manuel A. Muñoz, Laura Parisi and Carmelo Salleo,
from European Central Bank
(2021)
Keywords: climate scenarios, climate stress-test, physical risk, transition risk
Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?, Linh Pham and Javed Bin Kamal,
in Journal of Commodity Markets
(2024)
Keywords: Media climate change concerns; Commodities returns; Climate transition risks; Climate physical risks;
Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks, Serda Selin Ozturk, Riza Demirer and Rangan Gupta,
in Economics Letters
(2022)
Keywords: Climate risk; Carbon prices; Stochastic volatility;
Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks, Serda Ozturk, Riza Demirer and Rangan Gupta,
from University of Pretoria, Department of Economics
(2022)
Keywords: Climate Risk, Carbon Prices, Stochastic Volatility
Bounding the Impact of Hazard Interdependence on Climate Risk, Linda Isabella Hain, Julian Koelbel and Markus Leippold,
from Swiss Finance Institute
(2023)
Keywords: Extreme Risks, Natural Catastrophes, Climate Change, Tail Risk, Dependence Uncertainty, Infinite Mean, Physical Climate Risk, Expected Shortfall
Assessing Financial Risks from Physical Climate Shocks, Nicola Ann Ranger, Olivier Mahul and Irene Monasterolo,
from The World Bank Group
(2022)
Keywords: Financial Sector Policy Natural Disasters Science of Climate Change Climate Change and Environment Climate Change and Health Financial Structures Environment Finance and Financial Sector Development
Impact of Physical Climate Risks on Antimicrobial Resistance, Roshen Fernando,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2023)
Keywords: Antimicrobial resistance, Infectious diseases, Climate Change, Econometrics, Machine Learning
Climate change and the financial system: a note, Anastasios Xepapadeas,
in Economia e Politica Industriale: Journal of Industrial and Business Economics
(2021)
Keywords: Climate change, Financial risks, Physical risks, Transition risks
Climate Change and Risk Management in Bank Supervision, Kevin Stiroh,
from Federal Reserve Bank of New York
(2020)
Keywords: climate change; risk management; physical risk; transition risk; governance; risk identification; credit risks; market risk; climate-related scenario analysis; transparency; bank supervision
The existential risk space of climate change, Christian Huggel, Laurens M. Bouwer, Sirkku Juhola, Reinhard Mechler, Veruska Muccione, Ben Orlove and Ivo Wallimann-Helmer,
in Climatic Change
(2022)
Keywords: Existential risks, Climate change, Physical survival, Basic human needs, Well-being, Habitability
Household financial vulnerabilities and physical climate risks, Thibaut Duprey, Colin Jones, Callie Symmers and Geneviève Vallée,
from Bank of Canada
(2021)
Keywords: Climate change; Credit and credit aggregates; Financial stability; Housing; Recent economic and financial developments
European Non-Performing Exposures (NPEs) and Climate-Related Risks: Country Dimensions, Elisa Di Febo, Eliana Angelini and Tu Le,
in Risks
(2024)
Keywords: non-performing exposures; transition risks; physical risks; credit risk; greenhouse gas; climate change; European Union
Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications, Trung H. Le, Linh Pham and Hung X. Do,
in Energy Economics
(2023)
Keywords: Water-energy-food nexus; Climate risks; Transition risks; Physical risks; Quantile frequency connectedness;
Nonlinear impact of climate risks on renewable energy stocks in China: A moderating effects study, Xueyun Rong, Haixin Chen and Shuhao Liu,
in International Review of Financial Analysis
(2024)
Keywords: Climate transition risk; Climate physical risk; Nonlinear moderating effect; Functional coefficient panel models;
Evaluation of Physical Risk during Necropsy and Morgue Activities as Risk Management Strategy, Zoe Del Fante, Nicola Di Fazio, Adriano Papale, Paola Tomao, Fabio Del Duca, Paola Frati and Vittorio Fineschi,
in IJERPH
(2021)
Keywords: risk management; physical risk; autopsy
Climate Finance, Stefano Giglio, Bryan Kelly and Johannes Stroebel,
in Annual Review of Financial Economics
(2021)
Keywords: climate change; climate risk; physical risk; transition risk; ESG; environmental, social, and corporate governance
Climate change and its impact on home insurance uptake in Australia, Daniel Melser, Trinh Le and Ummul Ruthbah,
in Ecological Economics
(2024)
Keywords: Climate change; Climate physical risk; Insurance; Housing; Australia;
Data and methods to evaluate climate-related and environmental risks in Italy, Luciano Lavecchia, Jacopo Appodia, Paolo Cantatore, Rita Cappariello, Stefano Di Virgilio, Alberto Felettigh, Andrea Giustini, Valeria Guberti, Danilo Liberati, Giorgio Meucci, Stefano Piermattei, Federico Schimperna and Katia Specchia,
from Bank of Italy, Economic Research and International Relations Area
(2022)
Keywords: sustainable data gap, climate change, sustainable finance, physical risk, transition risk, GHG emissions, energy
LSIs’ exposures to climate change related risks: an approach to assess physical risks, Maria Sole Pagliari,
from European Central Bank
(2021)
Keywords: climate change, core lending, dynamic panel regressions, LSIs, profitability
The Nexus of climate crisis and asset liability management in frontier economies, Wendai Lv, Nawazish Mirza, Muhammad Umar and Wei Chen,
in Technological Forecasting and Social Change
(2023)
Keywords: Climate change; Mortgages; Deposit mobilization; Physical risks; Transitional risks;
Disaster Risk, Inequality, and Fiscal Sustainability, Anh H. Le, Donghyun Park, John Beirne and Gazi Uddin,
from Asian Development Bank
(2024)
Keywords: climate change; disaster risk; physical risk; heterogeneous agent; fiscal policy
Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean, Matthew Agarwala, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak and Kamiar Mohaddes,
from Faculty of Economics, University of Cambridge
(2024)
Keywords: Caribbean, Climate Economy Models, counterfactual analysis, Latin America, Physical Risks, Sovereign credit rating, Sovereign debt, Transition Risks
Bank Stress Testing of Physical Risks under Climate Change Macro Scenarios: Typhoon Risks to the Philippines, Stephane Hallegatte, Fabian Lipinsky, Paola Morales, Hiroko Oura, Nicola Ranger, Martijn Gert Jan Regelink and Henk Jan Reinders,
from International Monetary Fund
(2022)
Keywords: Climate change; bank; stress test; financial stability; CAT model; disasters; bank stress testing; bank stress tests; climate change macro scenario; annex I. macro scenario model; climate change stress test; Natural disasters; Stress testing; Financial sector stability; Global; climate scenario; climate model; physical capital; simulation result
Persistence in Climate Risk Measures, Nuruddeen Usman, Emeka Akpa and Hassana Babangida Umar,
in Energy RESEARCH LETTERS
(2023)
Keywords: Climate risk, Persistence, Climate change
Climate hysteresis and monetary policy, Augustus Panton,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2020)
Keywords: Potential output, output gaps, NAIRU, physical climate risks
Physical climate risk attention and dynamic volatility connectedness among new energy stocks, Xu Gong and Qin Liao,
in Energy Economics
(2024)
Keywords: Climate attention; New energy stocks; Connectedness measures; System risk;
Near-term climate risks and sunlight reflection modification: a roadmap approach for physical sciences research, Kelly Wanser, Sarah J. Doherty, James W. Hurrell and Alex Wong,
in Climatic Change
(2022)
Keywords: Climate risk, Climate intervention, SRM, Solar radiation modification, Marine cloud brightening, Stratospheric aerosol injection, Geoengineering
Linking residential saltwater intrusion risk perceptions to physical exposure of climate change impacts in rural coastal communities of North Carolina, Abinash Bhattachan, Matthew D. Jurjonas, Priscilla R. Morris, Paul J. Taillie, Lindsey S. Smart, Ryan E. Emanuel and Erin L. Seekamp,
in Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards
(2019)
Keywords: Rural coastal regions, Climate adaptation, Climate change exposure, Residential risk perception, Sea level rise impacts
Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean, Matthew Agarwala, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak and Kamiar Mohaddes,
from Inter-American Development Bank
(2024)
Keywords: Sovereign credit rating;climate change;counterfactual analysis;climate-economy models;sovereign debt;physical risks;Fiscal policy;transition risks;Latin America;Caribbean.
Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean, Matthew Agarwala, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak and Kamiar Mohaddes,
from Faculty of Economics, University of Cambridge
(2024)
Keywords: Sovereign Credit Rating, Climate Change, Counterfactual Analysis, Climate Economy Models, Sovereign Debt, Physical Risks, Fiscal Policy, Transition Risks, Latin America, Caribbean
Climate Change and Sovereign Risk: A Regional Analysis for the Caribbean, Matthew Agarwala, Matt Burke, Jennifer Doherty-Bigara, Patrycja Klusak and Kamiar Mohaddes,
from Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University
(2024)
Keywords: sovereign credit rating, climate change, counterfactual analysis, climate-economy models, sovereign debt, physical risks, fiscal policy, transition risks, Latin America, Caribbean
Assessing climate risk quantification tools - Mere fullfillment of duty or actually benefical?, Hannah Salzberger, Ben Höhn and Sven Bienert,
from European Real Estate Society (ERES)
(2024)
Keywords: Fictive Pan-European-Portfolio; Fiduciary Duty; Physical Climate Risk; Quantification Tools
Is Physical Climate Risk Priced? Evidence from Regional Variation in Exposure to Heat Stress, Viral Acharya, Timothy Johnson, Suresh Sundaresan and Tuomas Tomunen,
from C.E.P.R. Discussion Papers
(2022)
Keywords: Climate change; Global warming; Heat stress; Corporate bonds; Municipal bonds; Credit risk; Equity risk premium
The differential effects of climate risks on non-fossil and fossil fuel stock markets: Evidence from China, Bo Zhu, Xin Hu, Yuanyue Deng, Bokai Zhang and Xiru Li,
in Finance Research Letters
(2023)
Keywords: Climate physical risk; Climate transition risk; Non-fossil fuel stocks; Fossil fuel stocks; Varying parametric vector autoregressive model;
The Sustainability–Financial Risk Nexus, Marco Migliorelli,
from Palgrave Macmillan
(2020)
Keywords: Sustainability-related risks, Climate change-related risks, Physical risk, Transition risk, Financial risks, Sustainable finance
Climate Risk Measures - A Review, Afees Salisu and Tirimisiyu Oloko,
in Asian Economics Letters
(2023)
Keywords: Climate change, Climate risk, Climate risk measures, Sustainability
The double materiality of climate physical and transition risks in the euro area, Régis Gourdel, Irene Monasterolo, Nepomuk Dunz, Andrea Mazzocchetti and Laura Parisi,
in Journal of Financial Stability
(2024)
Keywords: Double materiality; NGFS climate scenarios; Climate sentiments; Policy credibility; Stock-Flow Consistent model;
The impact of climate change and policies on productivity, Gert Bijnens, Sofia Anyfantaki, Andrea Colciago, Jan De Mulder, Elisabeth Falck, Vincent Labhard, Paloma Lopez-Garcia, Jaanika Meriküll, Miles Parker, Oke Röhe, Joachim Schroth, Patrick Schulte, Johannes Strobel and Nuno Lourenço,
from European Central Bank
(2024)
Keywords: climate change impact, climate transition policies, economic reallocation, green innovation, physical risk, productivity, transition risk
Flooded credit markets: physical climate risk and small business lending, Luca Barbaglia, Serena Fatica and Caterina Rho,
from Joint Research Centre, European Commission
(2023)
Keywords: climate change, loan default, loan pricing, natural disasters
Flooded credit markets: physical climate risk and small business lending, Luca Barbaglia, Serena Fatica and Caterina Rho,
from Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences
(2024)
Keywords: climate change, loan default, loan pricing, natural disasters
Double Trouble? Assessing Climate Physical and Transition Risks for the Moroccan Banking Sector, World Bank,
from The World Bank Group
(2024)
Keywords: Environment-Climate Change Impacts Environment-Environmental Management Finance and Financial Sector Development-Banks & Banking Reform
Let’s Get Physical: Impacts of Climate Change Physical Risks on Provincial Employment, Thibaut Duprey, Soojin Jo and Geneviève Vallée,
from Bank of Canada
(2024)
Keywords: Climate change; Regional economic developments; Labour markets
Theoretical Foundation for Pricing Climate-Related Loss and Damage in Infrastructure Financing, Abderrahim Assab,
in JRFM
(2024)
Keywords: physical climate risk; asset pricing; climate analytics; infrastructure finance; climate finance
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