Publications Database

Welcome to the new Schulich Peer-Reviewed Publication Database!

The database is currently in beta-testing and will be updated with more features as time goes on. In the meantime, stakeholders are free to explore our faculty’s numerous works. The left-hand panel affords the ability to search by the following:

  • Faculty Member’s Name;
  • Area of Expertise;
  • Whether the Publication is Open-Access (free for public download);
  • Journal Name; and
  • Date Range.

At present, the database covers publications from 2012 to 2020, but will extend further back in the future. In addition to listing publications, the database includes two types of impact metrics: Altmetrics and Plum. The database will be updated annually with most recent publications from our faculty.

If you have any questions or input, please don’t hesitate to get in touch.

 

Search Results

Syed Abul Basher and Perry Sadorsky (2024). "Do Climate Change Risks Affect The Systemic Risk Between The Stocks Of Clean Energy, Electric Vehicles, And Critical Minerals? Analysis Under Changing Market Conditions", Energy Economics, 138, 107832.

View Paper

Keywords
Abstract This paper analyzes the impact of climate change risks—specifically from natural disasters, global warming, international summits, and U.S. climate policy—on the return connectedness (systemic risk) of a network consisting of the stocks of clean energy, electric vehicles, and critical minerals in bear, bull, and normal market conditions. Employing a quantile vector autoregression (QVAR) approach, we find significant temporal variations in the total connectedness index, with notable spikes during the COVID-19 pandemic and the Russia-Ukraine war. Total connectedness is higher but less variable under bear and bull market conditions. Concerns about global warming has a positive and significant impact on systemic risk during bear and normal market conditions while international summits have a negative impact during normal market conditions. However, the effects of these climate change risks are small in magnitude. Economic policy uncertainty and stock market volatility have the largest positive impacts on systemic risk under most market conditions. Our results reveal a nonlinear (inverted U-shaped) relationship between variable importance and systemic risk quantile, showing that the impact on connectedness is largest in magnitude under normal market conditions.