Climate change, risk factors and stock returns: A review of the literature

A Venturini - International Review of Financial Analysis, 2022 - Elsevier
… This article reviews how climate change could be considered an additional source of market
risk. I discuss the types of data needed to analyse the climate risk drivers that shape the …

[HTML][HTML] A framework for complex climate change risk assessment

NP Simpson, KJ Mach, A Constable, J Hess, R Hogarth… - One Earth, 2021 - cell.com
… complex climate change risk that focus on interactions among the multiple drivers of risk, as
well as … impacts due to climate change and from responses to climate change. This approach …

A critical review of climate change risk for ski tourism

R Steiger, D Scott, B Abegg, M Pons… - Current Issues in …, 2019 - Taylor & Francis
… With its strong reliance on specific climatic conditions, the ski industry is regarded as … climate
change. A critical review of the 119 publications that have examined the climate change risk

[PDF][PDF] Climate change risk

R Bansal, D Kiku, M Ochoa - Federal Reserve Bank of San Francisco …, 2019 - frbsf.org
… in current equity prices and the risk-return tradeoff. Our … temperature fluctuations carry a
positive risk premium in equity markets. … for understanding the impact and cost of climate change. …

Climate change risk–what is it and how should it be expressed?

T Aven - Journal of Risk Research, 2020 - Taylor & Francis
… on how to understand and describe climate change risk. This type of risk is of the utmost …
for example used by the Intergovernmental Panel on Climate Change (IPCC), suffer from severe …

Climate change and the financial system

I Monasterolo - Annual Review of Resource Economics, 2020 - annualreviews.org
… In this article, we discussed why climate change is now considered as a source of risk for
the financial system, and we introduced the metrics and methods developed by academics and …

Climate change news risk and corporate bond returns

TD Huynh, Y Xia - Journal of Financial and Quantitative Analysis, 2021 - cambridge.org
… of high climate change risk. Second, we find that the effect of climate change news risk on
long-… are concerned about the potential impact of climate change risk being more severe in the …

[PDF][PDF] Climate change is a source of financial risk

GD Rudebusch - FRBSF Economic Letter, 2021 - frbsf.org
… to mitigate and adapt to climate change may lower the value … damages from climate change
translates into financial risk, which … transformation related to climate change can threaten the …

[HTML][HTML] Understanding systemic risk induced by climate change

LI Hui-Min, W Xue-Chun, Z Xiao-Fan, QI Ye - Advances in Climate Change …, 2021 - Elsevier
risk. Specifically, this study analyzes the dynamics of systemic risk induced by climate change
… The study also uses two typical cases of systemic climate risk to illustrate the assessment …

Climate change and credit risk

G Capasso, G Gianfrate, M Spinelli - Journal of Cleaner Production, 2020 - Elsevier
… relationship between exposure to climate change and firm credit risk. We show that the
distance-to-default, a widely used market-based measure of corporate default risk, is negatively …