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 …

In this study, we focus on two dimensions of COVID-19 pandemic and their impact on
liquidity in emerging equity markets, the real human costs and the government response …

This is the first paper to examine how the COVID-19 shock transmitted from the asset
markets to capital markets. Using a novel measure of the exposure of commercial real estate …

This research exploits Australia's ratification of the Kyoto Protocol, which mandates the
country to reduce carbon emissions, thereby exposing Australian firms to increased carbon …

We investigate carbon risk in global equity prices. We develop a measure of carbon risk
using industry standard databases and study return differences between brown and green …

The research aims to prioritize the pandemic's impact on the financial markets of developed
and developing economies using a multi-criteria decision-making approach. The results …

This paper explores dynamic information connectedness effects between natural gas
markets, uncertainties and stock markets in the North American and European regions for …

This study examines how investor trading behavior changes following environmental, social,
and governance (ESG) controversies by analyzing textual news data. We use deep-learning …

The occurrence of global public safety incidents often affects systemic financial risk. Based
on the event analysis method, this study provides a specific analysis of COVID-19's impact …

This study uses disaggregated establishment-level data to identify a firm's exposure to
physical climate risk and examines investors' reaction to natural disasters in both the US …