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The European Union is engaged in the fight against climate change. A crucial issue to enforce common environmental guidelines is environmental convergence. States converging in environmental variables are expected to be able to jointly…

General Economics · Economics 2024-02-09 María José Presno , Manuel Landajo , Paula Fernández González

Based on the quarterly data from 26 advanced economies (AEs) and 18 emerging market economies (EMs) over the past two decades, this paper estimates the short- and medium-term impacts of financial cycles on the duration and amplitude of…

General Economics · Economics 2024-04-29 Tianbao Zhou , Zhixin Liu , Yingying Xu

We estimate the short- to medium term impact of six major past pandemic crises on the CO2 emissions and energy transition to renewable electricity. The results show that the previous pandemics led on average to a 3.4-3.7% fall in the CO2…

General Economics · Economics 2021-04-30 Michal Brzezinski

No matter its source, financial- or policy-related, uncertainty can feed onto itself, inflicting the real economic sector, altering expectations and behaviours, and leading to identification challenges in empirical applications. The strong…

General Economics · Economics 2021-02-15 Emanuele Bacchiocchi , Catalin Dragomirescu-Gaina

Most of today's products and services are made in global supply chains. As a result, a consumption of goods and services in one country is associated with various environmental pressures all over the world due to international trade.…

General Economics · Economics 2018-10-17 Viktoras Kulionis

In the aftermath of the financial crisis, the growing literature on financial networks has widely documented the predictive power of topological characteristics (e.g. degree centrality measures) to explain the systemic impact or systemic…

General Finance · Quantitative Finance 2021-10-27 Yérali Gandica , Sophie Béreau , Jean-Yves Gnabo

This paper outlines a critical gap in the assessment methodology used to estimate the macroeconomic costs and benefits of climate policy. It shows that the vast majority of models used for assessing climate policy use assumptions about the…

Economics · Quantitative Finance 2017-03-09 H. Pollitt , J. -F. Mercure

The interactions among the elementary components of many complex systems can be qualitatively different. Such systems are therefore naturally described in terms of multiplex or multi-layer networks, i.e. networks where each layer stands for…

Physics and Society · Physics 2015-09-15 Vincenzo Nicosia , Vito Latora

Motivated by empirical observations on the interplay of trends and reversion, a lattice gas model of financial markets is presented. The shares of an asset are modeled by gas molecules that are distributed across a hidden social network of…

Statistical Finance · Quantitative Finance 2022-03-02 Christof Schmidhuber

Complex systems with nonreciprocal interactions are often stratified into layers. Ecosystems are a prime example, where species at one trophic level grow by consuming those at another. Yet the dynamical consequences of such stratified…

Populations and Evolution · Quantitative Biology 2026-01-21 Rukmani Ramachandran , Akshit Goyal

Global value chains (GVCs) are formed through value-added trade, and some regions promote economic integration by concluding regional trade agreements to promote these chains. However, there is no way to quantitatively assess the scope and…

Social and Information Networks · Computer Science 2021-09-15 Sotaro Sada , Yuichi Ikeda

Connectivity patterns of ecological elements are often the core concern of ecologists working at multiple levels of organization (e.g., populations, ecosystems, and landscapes) because these patterns often reflect the forces shaping the…

Populations and Evolution · Quantitative Biology 2011-04-04 Stuart R. Borrett , Andria K. Salas

The financial sector is increasingly concerned with the physical risks of climate change, but economic and financial impact representations are still developing, particularly for chronic risks. Mexico's Central Bank conducted a…

Growing awareness of the impact of business activity on the environment increases the pressure on governing bodies to address this issue. One possibility is to encourage or force the market into green behaviours. However, it is often hard…

Social and Information Networks · Computer Science 2022-10-20 Magdalena Zioło , Piotr Bródka , Anna Spoz , Jarosław Jankowski

Node centrality is one of the most important and widely used concepts in the study of complex networks. Here, we extend the paradigm of node centrality in financial and economic networks to consider the changes of node "importance" produced…

Mathematical Finance · Quantitative Finance 2020-06-05 Paolo Bartesaghi , Michele Benzi , Gian Paolo Clemente , Rosanna Grassi , Ernesto Estrada

Over the last two decades, network science has greatly advanced our understanding of how the collective behaviors of a complex system emerge from the interactions among its basic units. Multiplex networks, i.e. networks with many layers,…

This paper examines the impact of financial risks on economic growth in the first 15 Member States of the European Union, considering 1995-2014 period and aims to lay down a new explanatory model of economic growth, based mainly on the…

General Finance · Quantitative Finance 2020-08-06 Ionut Jianu , Laura-Madalina Pirscoveanu , Maria-Daniela Tudorache

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…

Risk Management · Quantitative Finance 2017-02-28 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

The degree of convergence of the business cycles of the economies of the European Union is a key policy issue. In particular, a substantial degree of convergence is needed if the European Central Bank is to be capable of setting a monetary…

Condensed Matter · Physics 2015-06-24 P Ormerod , C Mounfield

This is a review about financial dependencies which merges efforts in econophysics and financial economics during the last few years. We focus on the most relevant contributions to the analysis of asset markets' dependencies, especially…

Statistical Finance · Quantitative Finance 2023-02-17 M. Raddant , T. Di Matteo