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Climate risk stress testing: A critical survey and classification
16 references·0 citing·44 second hop
Climate risk stress testing: A critical survey and classification (2025)Climate risk stress testing: A critical s…Climate Change 2022 - Mitigation of Climate Change (2023)Climate Change 2022 - Mitigat…The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)The effect of pro-environment…Scenarios towards limiting global mean temperature increase below 1.5 °C (2018)Scenarios towards limiting gl…Climate change challenges for central banks and financial regulators (2018)Climate change challenges for…A Climate Stress-Test of the Financial System (2016)A Climate Stress-Test of the …Systemic Risk and Stability in Financial Networks (2015)Systemic Risk and Stability i…Global non-linear effect of temperature on economic production (2015)Global non-linear effect of t…The environment and directed technical change (2012)The environment and directed …On Modeling and Interpreting the Economics of Catastrophic Climate Change (2009)On Modeling and Interpreting …Input-Output Analysis (2009)Input-Output AnalysisInput-output analysis foundations and extensions (2009)Input-output analysis foundat…The Economics of Climate Change (2007)The Economics of Climate Chan…An Optimal Transition Path for Controlling Greenhouse Gases (1992)An Optimal Transition Path fo…Econometric policy evaluation: A critique (1976)Econometric policy evaluation…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Risk, Uncertainty and Profit (1921)Rational Expectations and the Theory of Price Movements (1961)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Role of Monetary Policy (1995)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Does Culture Affect Economic Outcomes? (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)A new scenario framework for climate change research: the concept of shared socioeconomic pathways (2013)Social and economic impacts of climate (2016)Estimating economic damage from climate change in the United States (2017)The irreversible momentum of clean energy (2017)Bank Runs, Deposit Insurance, and Liquidity (1983)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Financial Contagion (2000)Financial Networks and Contagion (2012)The Network Origins of Aggregate Fluctuations (2012)Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2018)Innovation and Growth in the Global Economy. (1993)Endogenous Growth Theory (1999)The Economics of Climate Change: The Stern Review (2007)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Carbon Taxes, Path Dependency, and Directed Technical Change: Evidence from the Auto Industry (2016)Financing Innovation: Evidence from R&D Grants (2017)A Mathematical Theory of Saving (1928)Closing the gap in a generation: health equity through action on the social determinants of health (2008)Assurance on Sustainability Reports: An International Comparison (2009)Gender diversity, board independence, environmental committee and greenhouse gas disclosure (2014)Slicing Up Global Value Chains (2014)An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production (2015)Sustainable supply chain management and the transition towards a circular economy: Evidence and some applications (2015)HOW GLOBAL ARE GLOBAL VALUE CHAINS? A NEW APPROACH TO MEASURE INTERNATIONAL FRAGMENTATION (2014)Global supply-chain effects of COVID-19 control measures (2020)The Economic Impacts of Climate Change (2017)Psychology of Climate Change (2022)Emissions Gap Report 2023: Broken Record – Temperatures hit new highs, yet world fails to cut emissions (again) (2023)
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*11,052 cited
  • 2007The Economics of Climate Change8,347 cited
  • 1976Econometric policy evaluation: A critique6,104 cited
  • 2009Input-output analysis foundations and extensions5,064 cited
  • 2012The environment and directed technical change3,771 cited
  • 2015Global non-linear effect of temperature on economic production2,901 cited
  • 2009Input-Output Analysis2,875 cited
  • 2023Climate Change 2022 - Mitigation of Climate Change2,635 cited
  • 2015Systemic Risk and Stability in Financial Networks2,066 cited
  • 2009On Modeling and Interpreting the Economics of Catastrophic Climate Change1,789 cited
  • 2018The effect of pro-environmental preferences on bond prices: Evidence from green bonds1,424 cited
  • 2018Scenarios towards limiting global mean temperature increase below 1.5 °C1,340 cited
  • 2016A Climate Stress-Test of the Financial System1,239 cited
  • 1992An Optimal Transition Path for Controlling Greenhouse Gases1,032 cited
  • 2018

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Climate change challenges for central banks and financial regulators
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