How are climate risk shocks connected to agricultural markets?

K Guo, Y Li, Y Zhang, Q Ji, W Zhao - Journal of Commodity Markets, 2023 - Elsevier
In the climate-sensitive agricultural sector, product prices are particularly susceptible to
climate risks. In this study, we constructed three novel climate risk perception indices—a …

Climate change and Japanese economic policy uncertainty: asymmetric analysis

J Zhang, Y Zou, Y Xiang, S Guo - Finance Research Letters, 2023 - Elsevier
Japan has always formulated various corresponding policies in response to climate change.
This paper explores the asymmetric impact of climate change on Japan's economic policy …

Recent applications and potential of near-term (interannual to decadal) climate predictions

TJ O'Kane, AA Scaife, Y Kushnir, A Brookshaw… - Frontiers in …, 2023 - frontiersin.org
Following efforts from leading centres for climate forecasting, sustained routine operational
near-term climate predictions (NTCP) are now produced that bridge the gap between …

A machine learning approach to rapidly project climate responses under a multitude of net-zero emission pathways

V Kitsios, TJ O'Kane, D Newth - Communications Earth & Environment, 2023 - nature.com
Navigating a path toward net-zero, requires the assessment of physical climate risks for a
broad range of future economic scenarios, and their associated carbon concentration …

Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?

L Pham, JB Kamal - Journal of Commodity Markets, 2024 - Elsevier
In this paper, we examine the time-varying tail risks transmission among the agricultural,
precious metals, and energy commodities markets, and explore how climate change …

Modeling interdependence between climatic factors, commodities, and financial markets

F Mojtahedi, DF Ahelegbey, M Martina - Heliyon, 2024 - cell.com
This paper introduces a comprehensive approach to studying the impact of climate-related
factors on commodity and financial markets using network analysis. We utilize a Bayesian …

[HTML][HTML] Risk transference between climate variability and financial derivatives: Implications for global food security

H Yahyaei, V Kitsios, L De Mello - Journal of Climate Finance, 2024 - Elsevier
We investigate the impacts of the El Niño-Southern Oscillation (ENSO) on global food
security by using information embedded in financial derivatives. Using a state-of-the-art …

Projecting future climate impact on national Australian respiratory-related intensive care unit demand

EKW Poon, V Kitsios, D Pilcher, R Bellomo… - Heart, Lung and …, 2023 - Elsevier
Background and Aims A robust climate-health projection model has the potential to improve
health care resource allocation. We aim to explore the relationship between Australian …

[PDF][PDF] Climate risks and predictability of commodity returns and volatility: evidence from over 750 years of data

J Nel, R Gupta, ME Wohar, C Pierdzioch - … : evidence from over 750 years of …, 2022 - zbw.eu
We analyze whether metrics of climate risks, as captured primarily by changes in
temperature anomaly and its stochastic volatility, can predict returns and volatility of 25 …

Impact of Droughts on Farms' Financing Choices: Empirical Evidence from New Zealand

S Kamal, I Noy - Weather, Climate, and Society, 2023 - journals.ametsoc.org
The interaction between climate change, agriculture, and financial markets is a topic that has
been researched relatively little thus far. This paper intends to extend the literature by …