We study whether climate transition risk is reflected in the credit default swap (CDS) spreads of European firms. Using information on the vulnerability of a firm’s value[...]

Background: Forecasting patient arrivals to hospital emergency departments is critical to dealing with surges and to efficient planning, management and functioning of hos[...]

We develop a methodological framework to analyse systemic risks capturing both direct and indirect (or systemic) effects. We apply it to climate transition shocks in the [...]

We assess how climate transition risk, through its effects on asset prices, could impact financial stability. Using copula functions, we characterize the conditional dist[...]

This paper analyzes market-based connections between Canadian banks and non-bank financial institutions during periods of stress. Using weekly equity data from 1990–2024,[...]

Energy transition requires huge amounts of critical metals —called energy transition metals (ETMs)— to deploy clean energy technologies. The growing demand for ETMs and u[...]