We examine the time-frequency nexus between climate change, agricultural and food
markets over normal and extreme market conditions by employing advanced methods such …

This paper aims to examine whether and to what extent global climate policy uncertainty can
impact financial markets. We first construct a novel index of global climate policy uncertainty …

Using a QARDL technique, this article explores the short-and long-term effects of climate
policy uncertainty on the green bond market while controlling the impacts of shocks from the …

This paper studies how climate risks spill over to European electricity markets across time
and frequency domains using the connectedness network approach. By introducing three …

This paper examines the influence of Climate Policy Uncertainty (CPU) on the liquidity
creation of banks in China. Through an empirical analysis of data from 387 commercial …

Climate change compels the development and enforcement of policies and regulations
designed to diminish carbon emissions, imposing substantial implications on the energy …

As a leading indicator of sovereign debt risk, the performance of the sovereign CDS market
during the Russia-Ukraine conflict deserves attention. This paper calculates the marginal net …

Taking advantage of a distinctive measure of firm-specific exposure to climate change
derived from sophisticated textual analysis, we examine the effect of climate change …

This paper aims to track global climate policy uncertainty (GCPU) and study its impact on
economic policy. We develop a news-based index for GCPU spanning from 2000 to 2023 …

We examine the impact of physical climate risks on energy markets in China, distinguishing
between traditional energy and new energy stock markets, and the energy commodity …