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Climate Finance, Policy Uncertainty, and Global Financial Stability: A Systematic Review Through Bibliometric Analysis

In: BANKING RESILIENCE New Insights on Corporate Governance, Sustainability and Digital Innovation

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  • Hai Hong Trinh

Abstract

Since the 2015 Paris Agreement, SDG 13 for climate action has received substantial attention from governments to target carbon neutrality by 2030, highlighting the attractiveness of climate finance that comes across the fields from micro with corporate behavior to macro perspectives. In this chapter, I provide a systematic review of climate finance, policy uncertainty, and global financial stability through bibliometric analysis based on Web of Science Core Collection for all published peer-reviewed articles from 1900 onward. While uncertainty and financial stability have received long-term increasing attention from scholars since early 1990 to present day at a more constant rate, the scientific world has shown its high attention to climate finance during periods of crises since the 2008 global financial crisis (GFC), with an exceptional increase since COVID-19. The findings reflect the fact that we care (think) more about climate (stability) issues when crises emerge. The findings provide critical implications for market behavior and the world’s transition to SDGs where climate finance and global financial stability are open to many angles to be explored through the world’s times of uncertainty.

Suggested Citation

  • Hai Hong Trinh, 2024. "Climate Finance, Policy Uncertainty, and Global Financial Stability: A Systematic Review Through Bibliometric Analysis," World Scientific Book Chapters, in: Sabri Boubaker & Marwa Elnahass (ed.), BANKING RESILIENCE New Insights on Corporate Governance, Sustainability and Digital Innovation, chapter 6, pages 209-225, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781800614291_0006
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    Keywords

    Corporate Governance; Board Characteristics; Board Structure; Banking Institutions; Historical Literature Review; Financial Crisis; Bank Risk; CEO; Corporate Social Responsibility; CSR; Bank Efficiency; Board Governance; Board Size; Board Independence; Gender Diversity; Blau Index; Risk-adjusted Bank Performance; Tobin's Q; Return-on-Risk-Adjusted-Capital; Sharpe Ratio; Sortino Ratio; Board Diversity; Bank Risk; Bank Performance; Cost Efficiency; Bank Stability; Cultural Openness; Women Directors; Foreign Directors; Directors Educational Level; Islamic Banks; Board Diversity; Gender Diversity; Gender Quota; Emerging Economy; Bank Outcomes; Attendance; Board Effectiveness; Private Banks; Public Sector Banks; India; Corporate Social Responsibility; ESG; Sustainable Finance; Responsible Investing; Socially Responsible Banks; Risk Management; Stakeholder Engagement; Financial Stability; Sustainability; Firm Value; Climate Finance; Policy Uncertainty; Financial Stability; Climate Risk; Bibliometric Analysis; Financial Markets; Financial Assets; Asset Pricing; Capital Flows; Sustainability; Accruals; Earnings Management; Accounting Value; National Culture ; Cultural Dimensions ; Collective Intelligence ; Secrecy; Intelligence Quotient; International Accounting; Covid-19; Pandemic; Impact; Risk; GCC Banks; GCC Islamic Banks; Conventional Banks; Profitability; Capitalization; Resilience; Asset-based Indicators; Bank; China; Density; Diversification; FinTech; Focus; Income-Based Indicators; Kernel; Quantile Regression; Big Data; Economic Capital; Emerging Markets; FinTech; GARCH-M (1; 1); GCC Financial Markets; Liquidity Risk; Reinforcement Machine Learning; Risk Management; Portfolio Management; Liquidity-Adjusted Value at Risk; Risk Metrics; Risk Spillover Effects; Internet Finance; GARCH Models; VaR Models; CoVaR Models; Securities Firms; COVID-19; Systemic Risks; China; Regulatory Reporting; Systemic Risk; Financial Stability; SupTech; RegTech; Financial Reporting; Algorithmic Data Standards; Blockchain; Financial Crisis; BCBS 239; Banks; Gulf Cooperation Council (GCC); Political Connections; Trade-Off Theory; Pecking Order Theory; Capital Structure; Risk; Profitability; Speed Of Adjustment; Generalized Method of Moments (GMM); Flash Crash; High Frequency Traders; Regulatory Framework; Algorithms; Algorithmic Trading (AT); Financial Market; Capital Market;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G3 - Financial Economics - - Corporate Finance and Governance
    • G34 - Financial Economics - - Corporate Finance and Governance - - - Mergers; Acquisitions; Restructuring; Corporate Governance

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