Climate Risk and Systemic Risk: Insights from Extreme Risk Spillover Networks

Zhe Zhai, Lin Chen, Longfeng Zhao, Yajie Yang, Ramiz Ur Rehman

Research output: Working paperPreprint

Abstract

Climate change shocks pose a threat to the stability of the financial system. This study examines the influence of climate risks on systemic risk in the Chinese market by utilizing extreme risk spill over network. Moreover, we construct climate risk indices for physical risks (abnormal temperature), and transition risks (Climate Policy Uncertainty). We demonstrate a significant increase in systemic risk due to climate risks, which can be attributed, in part, to investor sentiment. Furthermore, institutional investors can mitigate the adverse impact of climate risks. Our findings suggest that policymakers and investors need to exercise greater vigilance in addressing climate-related adverse effects.
Original languageEnglish
PublisherSSRN
Number of pages19
DOIs
Publication statusPublished - 1 Oct 2024

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