Measuring the Climate Transition Risk Spillover

Measuring Climate Transition Risk Spillovers - Oxford Academic

In this article, we study the transition risk spillover among six major financial markets from 2013 to 2021.

In this paper, we study the transition risk spillover among six major financial markets globally from 2013 to 2021.

Measuring Climate Transition Risk Spillovers - Review of Finance

We propose a new indicator for the climate transition risk based on price movements in the financial markets: the unexpected changes in the carbon risk premium.

Measuring the Climate Transition Risk Spillover - Unipd

The transition risk spillover is also affected by other factors and the drivers of spillover vary among countries. Keywords: Climate Change, Carbon Risk Premium ...

Measuring Climate Transition Risk Spillovers | Review of Finance

In this article, we study the transition risk spillover among six major financial markets from 2013 to 2021. The USA is the main transition risk contributor, ...

Measuring Climate Transition Risk Spillovers - IDEAS/RePEc

Risk spillover may change over time and change according to different types of transition risk shocks. It takes around 6 weeks for transition risks to be fairly ...

Measuring Climate Transition Risk Spillovers - OUCI

Abstract In this article, we study the transition risk spillover among six major financial markets from 2013 to 2021. The USA is the main transition risk ...

[PDF] Measuring Climate Transition Risk Spillovers | Semantic Scholar

In this paper, we study the transition risk spillover among six major financial markets from 2013 to 2021. The US is the main transition risk contributor, ...

What drives the cross-border spillover of climate transition risks ...

The effect of climate transition risks increases with greater similarity of economic conditions and a higher dependence on import between two countries, which ...

Measuring the Climate Risk Spillover through Financial Markets

Abstract. Climate risk, the risk generated during the process of climate change, now becomes a global issue that affects multiple regions and countries.

Measuring the Climate Transition Risk Spillover | Request PDF

Request PDF | On Jan 1, 2022, Runfeng Yang and others published Measuring the Climate Transition Risk Spillover | Find, read and cite all the research you ...

Measuring Climate Transition Risk at the Regional Level with an ...

To quantify transition risks, we consider the introduction of an emissions tax levied on companies emitting greenhouse gases and estimate ...

Measuring Climate Transition Risk Spillovers - Unipd

Risk spillover may change over time and change according to different types of transition risk shocks. It takes around 6 weeks for transition risks to be fairly ...

What Drives the Cross-Border Spillover of Climate Transition Risks ...

3.2 Whether and how does climate transition risk increase the bilateral co-movement of stock markets' returns? Answering this question requires a measure of the ...

ReviewofFinance on X: ""Measuring Climate Transition Risk ...

"Measuring Climate Transition Risk Spillovers" by Runfeng Yang, Massimiliano Caporin and Juan-Angel Jiménez-Martin is now available in ...

The asymmetric effects of climate risk on higher-moment ... - Nature

The empirical findings demonstrate that both physical and transition risks positively affect short-term kurtosis spillovers, but have a negative ...

Cross-Border Spillovers of Climate Risk Through International Trade ...

To study the spillovers of transition risk, the climatic ... physical damages and risks of climate change with proper measures of the transition risk and.

Massimiliano Caporin on LinkedIn: Measuring Climate Transition ...

Interested in measuring and understanding how climate transition risk spillovers across financial markets? You might have a look at a very ...

What Do Climate Risk Indices Measure? - Liberty Street Economics

A number of econometric and statistical techniques are subsequently applied to quantify the similarity between the input text and the benchmark ...

Climate Transition Risks of Banks

ing a bank-level measure of climate transition risk exposure. Prior ... Real effects of climate policy: Financial constraints and spillovers.