Persistence in Climate Risk Measures

Nuruddeen Usman (), Emeka Akpa and Hassana Babangida Umar ()
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Hassana Babangida Umar: Central Bank of Nigeria, Nigeria

Energy RESEARCH LETTERS, 2023, vol. 4, issue 2, 1-5

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.

Keywords: Climate risk; Persistence; Climate change (search for similar items in EconPapers)
JEL-codes: Q54 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:ayb:jrnerl:80

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