Carbon Emissions, Energy Economics, and Financial Market Dynamics
This research community investigates the quantitative relationship between carbon emissions, energy consumption, and financial market performance, specifically examining how environmental policies and energy transitions impact economic growth, asset prices, and systemic risk.
The work centers on modeling the interplay between carbon dioxide emissions, renewable energy adoption, and macroeconomic indicators. Recurring analytical themes include the impact of carbon taxes and emission trading schemes on economic output, the role of artificial intelligence and digital economies in reducing carbon footprints, and the safe-haven properties of gold and crude oil during periods of policy uncertainty. The literature frequently employs machine learning and time-series models to assess risk spillovers between energy, commodity, and stock markets, with a substantial body of empirical evidence drawn from China and other emerging economies.
The largest share of the community's output is found in carbon research, accounting for 0.4% of all carbon research, and gold research, accounting for 1.1% of all gold research. Carbon also contributes the highest paper count within this group, with 3,588 papers.
The community comprises 13,554 papers, publishing primarily in the Journal of Financial Stability, Resources Policy, and Environmental Science and Pollution Research.
Recent work continues to focus on the intersection of digital climate governance, artificial intelligence in financial systems, and the interaction between credit default swaps and national stock indices, alongside studies on green bonds and ESG investments in the context of carbon neutrality.