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Related papers: Sovereign Debt Default and Climate Risk

200 papers

Along with the accumulation of atmospheric carbon dioxide, the loss of primary forests and other natural ecosystems is a major disruption of the Earth system causing global concern. Quantifying planetary warming from carbon emissions,…

Atmospheric and Oceanic Physics · Physics 2024-02-28 Anastassia M. Makarieva , Andrei V. Nefiodov , Anja Rammig , Antonio Donato Nobre

Mapping pathways to achieving the sustainable development goals requires understanding and predicting how social, economic and political factors impact biodiversity. Trends in demography, economic growth, regional alliances and consumption…

Populations and Evolution · Quantitative Biology 2020-03-26 Payal Bal , Simon Kapitza , Natasha Cadenhead , Tom Kompas , Pham Van Ha , Brendan Wintle

Motivated by the climate crisis that is currently ravaging the planet, we propose and analyze a novel framework for the evolution of anthropogenic climate impact in which the evolution of human environmental behavior and environmental…

Dynamical Systems · Mathematics 2022-11-22 Kathinka Frieswijk , Lorenzo Zino , A. Stephen Morse , Ming Cao

According to theoretical models of valuing risky corporate securities, risk of default is primary component in overall yield spread. However, sizable empirical literature considers it otherwise by giving more importance to non-default risk…

Pricing of Securities · Quantitative Finance 2013-03-15 Syed Muhammad Noaman Ahmed Shah , Mazen Kebewar

The difficulty of balance between environment and energy consumption makes countries and enterprises face a dilemma, and improving energy efficiency has become one of the ways to solve this dilemma. Based on data of 158 countries from 1980…

General Economics · Economics 2021-07-26 Cunyi Yang , Tinghui Li , Khaldoon Albitar

The current framework for climate change negotiation models presents several limitations that warrant further research and development. In this track, we discuss mainly two key areas for improvement, focusing on the geographical impacts and…

Computers and Society · Computer Science 2023-07-27 Duo Zhang , Yuren Pang , Yu Qin

Agricultural price volatility, driven by market dynamics and meteorological factors such as temperature and precipitation, poses challenges for sustainable finance, planning, and policy. This study analyzes the impact of climate on crop…

To achieve the ambitious aims of the Paris climate agreement, the majority of fossil-fuel reserves needs to remain underground. As current national government commitments to mitigate greenhouse gas emissions are insufficient by far, actors…

General Finance · Quantitative Finance 2019-02-21 Birte Ewers , Jonathan F. Donges , Jobst Heitzig , Sonja Peterson

In recent years, the growing frequency and severity of natural disasters have increased the need for effective tools to manage catastrophe risk. Catastrophe (CAT) bonds allow the transfer of part of this risk to investors, offering an…

Pricing of Securities · Quantitative Finance 2025-12-30 Julia Kończal , Michał Balcerek , Krzysztof Burnecki

Addressing climate change effectively requires more than cataloguing the number of policies in place; it calls for tools that can reveal their thematic priorities and their tangible impacts on development outcomes. Existing assessments…

Computers and Society · Computer Science 2025-11-14 Aditi Dutta

In the paper we study dynamics of the arbitrage prices of credit default swaps within a hazard process model of credit risk. We derive these dynamics without postulating that the immersion property is satisfied between some relevant…

Probability · Mathematics 2009-01-19 Tomasz R. Bielecki , Monique Jeanblanc , Marek Rutkowski

In this article, we are presenting the relationship between environmental pollution and the income level of the selected twenty-four countries. We implemented a data-based research analysis where, for each country, we analyzed the related…

General Economics · Economics 2021-05-26 Elvan Ece Satici , Bayram Cakir

It is commonly accepted that Commodities futures and forward prices, in principle, agree under some simplifying assumptions. One of the most relevant assumptions is the absence of counterparty risk. Indeed, due to margining, futures have…

Pricing of Securities · Quantitative Finance 2009-01-09 Damiano Brigo , Kyriakos Chourdakis , Imane Bakkar

Extreme weather events can have severe impacts on national economies, leading the recovery of low- to middle-income countries to become reliant on foreign financial aid. Foreign aid, however, is slow and uncertain. Therefore, the Sendai…

Risk Management · Quantitative Finance 2022-06-29 Alessio Ciullo , Eric Strobl , Simona Meiler , Olivia Martius , David N. Bresch

Climate policy has become increasingly politicized in many countries including the US, with some political parties unwilling to pursue strong measures. Therefore, to be successful in mitigation, climate policies must be politically…

Physics and Society · Physics 2024-03-13 Andrea Di Benedetto , Claudia E. Wieners , Anna S. von der Heydt

In this paper, we propose a method that provides a useful technique to compare relationship between risks involved that takes customer become defaulter and debt collection process that might make this defaulter recovered. Through estimation…

Applications · Statistics 2014-08-20 Mauro R. Oliveira , Francisco Louzada

We explore the integration of climate action and Sustainable Development Goals (SDGs) in nationally determined contributions (NDCs), revealing persistent synergies and trade-offs across income groups. While high-income countries emphasize…

Due to climate change, natural hazards that affect energy infrastructure will become more frequent in the future. However, to incorporate natural hazard risk into infrastructure investment decisions, we develop an approach to translate this…

Earlier meta-analyses of the economic impact of climate change are updated with more data, with three new results: (1) The central estimate of the economic impact of global warming is always negative. (2) The confidence interval about the…

General Economics · Economics 2022-08-30 Richard S. J. Tol

Extracting from shared resources requires making choices to balance personal profit and sustainability. We present the results of a behavioural experiment wherein we manipulate the default extraction from a finite resource. Participants…

Computer Science and Game Theory · Computer Science 2024-03-12 Eladio Montero-Porras , Rémi Suchon , Tom Lenaerts , Elias Fernández Domingos