Climate change poses enormous ecological, socio‐economic, health, and financial
challenges. A novel extreme value theory is employed in this study to model the risk to …

Weather and climate extremes cause significant economic damages and fatalities. Over the
last few decades, the frequency of these disasters and their economic damages have …

This paper empirically investigates the effect of carbon emissions on sovereign risk? To
answer this question, we use fixed effects model by using annual data from G7 advanced …

In the post-crisis era, financial institutions seem to be more aware of the risks posed by
extreme events. Even though there are attempts to adapt methodologies drawing from the …

The relationship between oil prices and metal prices has been extensively investigated.
However, the tail risk, systemic risk and spillover risk of oil prices have not been investigated …

Risk management in an organization represents a decisive function in seizing opportunities
and managing the risks that can affect a business's reputation, prosperity, growth, value …

Willful attacks or natural disasters pose extreme risks to sectors of the economy. An extreme‐
event analysis extension is proposed for the Inoperability Input‐Output Model (IIM) and the …

We examine how extreme risk spillovers caused by different crises transmit through financial
markets in the US, Europe and Asia-Pacific regions. By modifying the bivariate peak-over …

This paper discusses the evolution of risk management to include the sustainability risk
space, which has developed a range of approaches to measure and manage so-called …

Large infrastructure and industrial Projects can have adverse impacts on people and on the
environment. As financiers and advisors, we work in partnership with our clients to identify …