Persistence in Climate Risk Measures-Reference-Cited by-同舟云学术

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Persistence in Climate Risk Measures

Published:2023-06-30 Issue:2 Volume:4 Page:
ISSN:2652-6433
Container-title:Energy RESEARCH LETTERS
language:en
Short-container-title:

Author:

Usman Nuruddeen¹^ORCID,Akpa Emeka Okoro²³^ORCID,Umar Hassana Babangida¹^ORCID

Affiliation:

1. Central Bank of Nigeria, Nigeria

2. Centre for Econometrics and Applied Research, Nigeria

3. Babcock University Centre for Open Distance and e-Learning (BUCODeL), Babcock University, Ogun, Nigeria

Abstract

In this short note, we investigate persistence in two climate risk measures – climate policy uncertainty index (cpu_index) and the Global Land and Ocean Temperature Anomalies (GLOT). Using the fractional integration method, we find that cpu_index and GLOT exhibit high, but mean reverting persistence, both in full and sub-samples.

Publisher

Asia-Pacific Applied Economics Association

Subject

General Medicine

Reference23 articles.

1. Computation and analysis of multiple structural change models;Jushan Bai;Journal of applied econometrics,2003

2. The long memory of the forward premium;Richard T Baillie;Journal of international money and finance,1994

3. The Effects of Climate Change on Water Resources in the West: Introduction and Overview;Tim Barnett;Climatic Change,2004

4. Atmospheric pollution in the ten most populated US cities. Evidence of persistence;Lorenzo Bermejo;Heliyon,2021

5. Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020;Lorenzo Bermejo;Environmental Science and Pollution Research,2022

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