Carbon Emissions, Energy Economics, and Financial Market Dynamics
This research community investigates the economic and financial dimensions of carbon emissions, renewable energy transitions, and commodity markets, specifically analyzing how environmental policies and energy shifts interact with stock markets, gold prices, and credit risk.
The work centers on quantifying the relationship between carbon dioxide emissions, energy consumption, and economic growth, with a heavy emphasis on empirical evidence from China. Recurring methodologies include machine learning models for forecasting and assessing the impact of policy uncertainty on financial instruments. Key topics include the role of gold and crude oil as safe havens during crises, the pricing of carbon transition risks, and the integration of credit default swaps into broader market stability analyses. The community also examines the effects of the COVID-19 pandemic on supply chains and the efficacy of carbon trading and taxation mechanisms in driving emission reductions.
The largest share of the community's output is found in carbon research, accounting for 40.7% of all carbon research, and 5,015 papers here. Gold research contributes 1.2% of its total research volume, with 2,419 papers in this community.
The community comprises 14,817 papers, primarily published in the Journal of Financial Stability, Resources Policy, and Environmental Science and Pollution Research. Recent work focuses on the intersection of artificial intelligence with financial systems and supply chain decarbonization, as well as the impact of digital climate governance on carbon neutrality in China.