Régis Gourdel
(Regis Gourdel)
Personal Details
| First Name: | Regis |
| Middle Name: | |
| Last Name: | Gourdel |
| Suffix: | |
| RePEc Short-ID: | pgo1051 |
| [This author has chosen not to make the email address public] | |
| https://regisgourdel.github.io/ | |
| Mastodon: |
Affiliation
Joint Research Centre
European Commission
Sevilla, Spainhttps://ec.europa.eu/jrc/en/about/jrc-site/seville
RePEc:edi:ipjrces (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022.
"The double materiality of climate physical and transition risks in the euro area,"
Working Paper Series
2665, European Central Bank.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2024. "The double materiality of climate physical and transition risks in the euro area," Journal of Financial Stability, Elsevier, vol. 71(C).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Working Paper Series
2581, European Central Bank.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024. "Shock amplification in an interconnected financial system of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 71(C).
- Maqui, Eduardo & Sydow, Matthias & Gourdel, Régis, 2019. "Investment funds under stress," Working Paper Series 2323, European Central Bank.
Articles
- Gourdel, Régis & Monasterolo, Irene & Gallagher, Kevin, 2025. "Climate transition spillovers and sovereign risk: Evidence from Indonesia," Energy Economics, Elsevier, vol. 143(C).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2024.
"The double materiality of climate physical and transition risks in the euro area,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022. "The double materiality of climate physical and transition risks in the euro area," Working Paper Series 2665, European Central Bank.
- Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Irene Monasterolo & Nepomuk Dunz & Andrea Mazzocchetti & Régis Gourdel, 2022. "Derisking the low-carbon transition: investors’ reaction to climate policies, decarbonization and distributive effects," Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 31-71, April.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Gourdel, Régis & Sydow, Matthias, 2022.
"Non-banks contagion and the uneven mitigation of climate risk,"
Working Paper Series
2757, European Central Bank.
Cited by:
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
- Ugolini, Andrea & Reboredo, Juan Carlos & Ojea-Ferreiro, Javier, "undated".
"Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps,"
FEEM Working Papers
330720, Fondazione Eni Enrico Mattei (FEEM).
- Ugolini, Andrea & Reboredo, Juan C. & Ojea-Ferreiro, Javier, 2024. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Research in International Business and Finance, Elsevier, vol. 70(PB).
- Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Working Papers 2023.04, Fondazione Eni Enrico Mattei.
- Andrea Ugolini & Juan C. Reboredo & Javier Ojea Ferreiro, 2023. "Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps," Staff Working Papers 23-38, Bank of Canada.
- Andrea Ugolini & Juan C. Reboredo & Javier Ojea-Ferreiro, 2023. "Is climate transition risk priced into corporate credit risk? Evidence from credit default swaps," Working Papers 509, University of Milano-Bicocca, Department of Economics.
- Bruneau, Gabriel & Ojea-Ferreiro, Javier & Plummer, Andrew & Tremblay, Marie-Christine & Witts, Aidan, 2025. "The interdependencies of Canadian financial institutions: An application to climate transition shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(3).
- Sydow, Matthias & Fukker, Gábor & Dubiel-Teleszynski, Tomasz & Franch, Fabio & Gründl, Helmut & Miccio, Debora & Pellegrino, Michela & Gallet, Sébastien & Kotronis, Stelios & Schlütter, Sebastian & So, 2024. "Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies," Working Paper Series 3000, European Central Bank.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022.
"The double materiality of climate physical and transition risks in the euro area,"
Working Paper Series
2665, European Central Bank.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2024. "The double materiality of climate physical and transition risks in the euro area," Journal of Financial Stability, Elsevier, vol. 71(C).
Cited by:
- Andres Alonso-Robisco & Jose Carbo & Emily Kormanyos & Elena Triebskorn, 2025.
"Houston, we have a problem: can satellite information bridge the climate-related data gap?,"
IFC Bulletins chapters, in: Bank for International Settlements (ed.), Addressing climate change data needs: the central banks' contribution, volume 63,
Bank for International Settlements.
- Andres Alonso-Robisco & Jose Manuel Carbo & Emily Kormanyos & Elena Triebskorn, 2024. "Houston, we have a problem: can satellite information bridge the climate-related data gap?," Occasional Papers 2428, Banco de España.
- Lai, Fujun & Cheng, Xianli & Li, An & Xiong, Deping & Li, Yunzhong, 2025. "Does flood risk affect the implied cost of equity capital?," Finance Research Letters, Elsevier, vol. 71(C).
- Pacelli, Vincenzo & Di Tommaso, Caterina & Foglia, Matteo & Povia, Maria Melania, 2025. "Spillover effects between energy uncertainty and financial risk in the Eurozone banking sector," Energy Economics, Elsevier, vol. 141(C).
- Yannis Dafermos & Andrew McConnel & Maria Nikolaidi & Servaas Storm & Boyan Yanovski, 2024. "Macroeconomic modeling in the Anthropocene: why the E-DSGE framework is not fit for purpose and what to do about it," Working Papers Series inetwp229, Institute for New Economic Thinking.
- Pettena, Mattia & Raberto, Marco, 2025.
"Energy transition and structural change: A calibrated Stock-Flow Consistent Input–Output model,"
Structural Change and Economic Dynamics, Elsevier, vol. 75(C), pages 949-995.
- Mattia Pettena & Marco Raberto, 2024. "Energy transition and structural change: a calibrated Stock-Flow Consistent Input-Output model," CELPE Discussion Papers 171, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
- Cojoianu, T.F. & French, D. & Hoepner, A.G.F. & Sheenan, L. & Vu, A., 2025. "On the origin of green finance policies," Journal of Financial Stability, Elsevier, vol. 79(C).
- Birindelli, Giuliana & Miazza, Aline & Paimanova, Viktoriia & Palea, Vera, 2023. "Just “blah blah blah”? Stock market expectations and reactions to COP26," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Wang, Jiazhen & Han, Youpeng & Long, Huaigang & Zhang, Xinyu, 2025. "Digital intelligence and low-carbon transition risk: Evidence from China," Finance Research Letters, Elsevier, vol. 86(PB).
- Francesco Gangi & Lucia Michela Daniele & Mario Tani & Ornella Papaluca, 2025. "Drivers and impacts of green product innovation as open innovation: Evidence from science‐based firms," Business Ethics, the Environment & Responsibility, John Wiley & Sons, Ltd., vol. 34(1), pages 58-68, January.
- Yilmaz, Sakir Devrim & Ben-Nasr, Sawsen & Mantes, Achilleas & Ben-Khalifa, Nihed & Daghari, Issam, 2025. "Climate change, loss of agricultural output and the macroeconomy: The case of Tunisia," Ecological Economics, Elsevier, vol. 231(C).
- Shu, Mingyu & Liu, Baoliu & ouyang, Wenpei & Sun, Rengui & Lin, Yaoyang, 2025. "Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 663(C).
- Gourdel, Régis & Monasterolo, Irene & Gallagher, Kevin, 2025. "Climate transition spillovers and sovereign risk: Evidence from Indonesia," Energy Economics, Elsevier, vol. 143(C).
- D’Orazio, Paola, 2025. "Climate risks and financial stability: Evidence on the effectiveness of climate-related financial policies," International Review of Financial Analysis, Elsevier, vol. 105(C).
- Mazzocchetti, Andrea & Monasterolo, Irene & Dunz, Nepomuk & Essenfelder, Arthur Hrast, 2025. "Breaking the economy: How climate tail risk and financial conditions can shape loss persistence and economic recovery," Ecological Economics, Elsevier, vol. 237(C).
- Pierre Jacques & Louis Delannoy & Baptiste Andrieu & Devrim Yilmaz & Hervé Jeanmart & Antoine Godin, 2023.
"Assessing the economic consequences of an energy transition through a biophysical stock-flow consistent model,"
Post-Print
hal-04087628, HAL.
- Jacques, Pierre & Delannoy, Louis & Andrieu, Baptiste & Yilmaz, Devrim & Jeanmart, Hervé & Godin, Antoine, 2023. "Assessing the economic consequences of an energy transition through a biophysical stock-flow consistent model," Ecological Economics, Elsevier, vol. 209(C).
- Duan, Dingkang & Wei, Ran & Wang, Chao & Xia, Bingyu, 2025. "Opportunity or obstacle? Climate risk disclosure and corporate ESG performance," International Review of Economics & Finance, Elsevier, vol. 100(C).
- Jackson, Andrew & Jackson, Tim, 2025. "Macroeconomic, sectoral and financial dynamics in energy transitions: A stock-flow consistent, input-output approach," Ecological Economics, Elsevier, vol. 230(C).
- Gan, Kai & Li, Rongnan & Zhou, Qi, 2024. "Climate transition risk, environmental news coverage, and stock price crash risk," International Review of Financial Analysis, Elsevier, vol. 96(PB).
- Huang, Pai-Chin & Mirza, Nawazish & Umar, Muhammad & Horobet, Alexandra, 2025. "Impact of environmental double materiality on firm valuation: Evidence from the EU," International Review of Economics & Finance, Elsevier, vol. 103(C).
- Michel Alexandre & Angela Modica Scala & Alessandro Caiani & Gilberto Tadeu Lima, 2025. "The Impact of Climate Transition Risks on the Brazilian Financial Sector," Working Papers Series 633, Central Bank of Brazil, Research Department.
- Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2025. "2024 U.S. presidential elections: An event study for U.S. and non-U.S. fossil fuel and renewable listed firms," International Review of Financial Analysis, Elsevier, vol. 105(C).
- Ghosh, Saibal, 2023. "Does climate legislation matter for bank lending? Evidence from MENA countries," Ecological Economics, Elsevier, vol. 212(C).
- Alessi, Lucia & Giacomelli , Andrea, 2024. "Quantitative assessment of the financial materiality of climate physical risks: a case study," JRC Working Papers in Economics and Finance 2024-05, Joint Research Centre, European Commission.
- Hugo Bailly, 2026. "Green investment support measures: a multi-sectoral, macro-financial analysis for the European Union," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-05522653, HAL.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Working Paper Series
2581, European Central Bank.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024. "Shock amplification in an interconnected financial system of banks and investment funds," Journal of Financial Stability, Elsevier, vol. 71(C).
Cited by:
- Hu, Zhao-Long & Jin, Qichao & Sun, Lei & Peng, Shuilin, 2025. "Source identification on financial networks with label propagation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 659(C).
- Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026. "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 33(1), pages 213-261, March.
- Yuki Konaka & Toshitaka Maruyama & Fumitaka Nakamura, 2025. "Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds," Bank of Japan Working Paper Series 25-E-11, Bank of Japan.
- Wiersema, Garbrand & Kleinnijenhuis, Alissa M. & Kemp, Esti & Wetzer, Thom, 2025. "Higher-order exposures," Working Paper Series 3091, European Central Bank.
- Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Lupu, Radu & Călin, Adrian Cantemir & Dumitrescu, Dan Gabriel & Lupu, Iulia, 2025. "Introducing a novel fragility index for assessing financial stability amid asset bubble episodes," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
- Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
- Chatterjee, Ujjal & French, Joseph J. & Gurdgiev, Constantin & Borochin, Paul, 2024. "Financial intermediation and informational efficiency: Predicting business cycles," International Review of Economics & Finance, Elsevier, vol. 96(PB).
- Aldasoro, Iñaki & Hüser, Anne-Caroline & Kok, Christoffer, 2022. "Contagion accounting in stress-testing," Journal of Economic Dynamics and Control, Elsevier, vol. 137(C).
- José Fique & Xisong Jin, 2025. "A system-wide stress testing for Luxembourg financial sector," BCL working papers 199, Central Bank of Luxembourg.
- Pablo Aguilar Pérez, 2026. "Monetary policy and life insurance profitability: bancassurance’s edge in a low-yield world," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 51(2), pages 264-298, April.
- Pablo Aguilar-Perez, 2025. "Monetary Policy and Life Insurance Profitability: Bancassurance’s Edge in a Low-Yield World," Working Papers 2025-22, CEPII research center.
- Giovanni di Iasio & Spyridon Alogoskoufis & Simon Kordel & Dominika Kryczka & Giulio Nicoletti & Nicholas Vause, 2022.
"A model of system-wide stress simulation: market-based finance and the Covid-19 event,"
Questioni di Economia e Finanza (Occasional Papers)
687, Bank of Italy, Economic Research and International Relations Area.
- di Iasio, Giovanni & Alogoskoufis, Spyridon & Kördel, Simon & Kryczka, Dominika & Nicoletti, Giulio & Vause, Nicholas, 2022. "A model of system-wide stress simulation: market-based finance and the Covid-19 event," Working Paper Series 2671, European Central Bank.
- Fukker, Gábor & Kaijser, Michiel & Mingarelli, Luca & Sydow, Matthias, 2022. "Contagion from market price impact: a price-at-risk perspective," Working Paper Series 2692, European Central Bank.
- Giuzio, Margherita & Kapadia, Sujit & Kaufmann, Christoph & Storz, Manuela & Weistroffer, Christian, 2025. "Macroprudential policy, monetary policy and non-bank financial intermediation," Working Paper Series 3130, European Central Bank.
- Nicoletti, Giulio & Rariga, Judit & Rodriguez d’Acri, Costanza, 2024. "Spare tyres with a hole: investment funds under stress and credit to firms," Working Paper Series 2917, European Central Bank.
- Gunay, Samet & Dömötör, Barbara & Víg, Attila András, 2025. "Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity," Emerging Markets Review, Elsevier, vol. 65(C).
- Hasman, Augusto & Samartín, Margarita, 2023. "Government intervention, linkages and financial fragility," Economic Modelling, Elsevier, vol. 126(C).
- Singh, Vipul Kumar & Kumar, Pawan, 2024. "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, vol. 140(C).
- Sydow, Matthias & Fukker, Gábor & Dubiel-Teleszynski, Tomasz & Franch, Fabio & Gründl, Helmut & Miccio, Debora & Pellegrino, Michela & Gallet, Sébastien & Kotronis, Stelios & Schlütter, Sebastian & So, 2024. "Banks and non-banks stressed: liquidity shocks and the mitigating role of insurance companies," Working Paper Series 3000, European Central Bank.
- Martijn Boermans, 2022. "A literature review of securities holdings statistics research and a practitioner’s guide," Working Papers 757, DNB.
- Feinstein, Zachary & Hałaj, Grzegorz, 2023. "Interbank asset-liability networks with fire sale management," Working Paper Series 2806, European Central Bank.
- Maqui, Eduardo & Sydow, Matthias & Gourdel, Régis, 2019.
"Investment funds under stress,"
Working Paper Series
2323, European Central Bank.
Cited by:
- Yuki Konaka & Toshitaka Maruyama & Fumitaka Nakamura, 2025. "Exploratory Scenario Analysis Considering the Growing Presence of Domestic and Foreign Investment Funds," Bank of Japan Working Paper Series 25-E-11, Bank of Japan.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Journal of Financial Stability, Elsevier, vol. 71(C).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
- Gourdel, Régis & Sydow, Matthias, 2023. "Non-banks contagion and the uneven mitigation of climate risk," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Gourdel, Régis & Sydow, Matthias, 2022. "Non-banks contagion and the uneven mitigation of climate risk," Working Paper Series 2757, European Central Bank.
- Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Giovanni Covi & Anne‑Caroline Hüser & Caterina Lepore, 2023.
"Macroprudential stress‑test models: a survey,"
Bank of England working papers
1037, Bank of England.
- David Aikman & Daniel Beale & Adam Brinley-Codd & Anne-Caroline Hüser & Giovanni Covi & Caterina Lepore, 2023. "Macro-Prudential Stress Test Models: A Survey," IMF Working Papers 2023/173, International Monetary Fund.
- Michele Andreani & Marco Tedeschi, 2025. "The illusion of golden slumbers: geopolitical turbulence and the shifting link between gold and interest rates," Empirical Economics, Springer, vol. 69(6), pages 3635-3662, December.
- Ferriani, Fabrizio, 2021. "From taper tantrum to Covid-19: Portfolio flows to emerging markets in periods of stress," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
Articles
- Gourdel, Régis & Monasterolo, Irene & Gallagher, Kevin, 2025.
"Climate transition spillovers and sovereign risk: Evidence from Indonesia,"
Energy Economics, Elsevier, vol. 143(C).
Cited by:
- Rahman, Arief & Richards, Russell & Dargusch, Paul & Wadley, David, 2025. "The complexity of transitioning from oil dependency: A dynamic modelling case study of Indonesia," Energy Economics, Elsevier, vol. 148(C).
- Fevereiro, José Bruno R.T. & Lowe, Benjamin H., 2025. "Macroeconomic implications for the Global South of a green transition in the Global North," Ecological Economics, Elsevier, vol. 237(C).
- Alessi, Lucia & Duranovic, Anja & Kvedaras, Virmantas & Monasterolo, Irene, 2025. "From risks to opportunities: The impact of green public investment programs on sovereign yields," Research in International Business and Finance, Elsevier, vol. 77(PA).
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Pawel & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2024.
"Shock amplification in an interconnected financial system of banks and investment funds,"
Journal of Financial Stability, Elsevier, vol. 71(C).
See citations under working paper version above.
- Sydow, Matthias & Schilte, Aurore & Covi, Giovanni & Deipenbrock, Marija & Del Vecchio, Leonardo & Fiedor, Paweł & Fukker, Gábor & Gehrend, Max & Gourdel, Régis & Grassi, Alberto & Hilberg, Björn & Ka, 2021. "Shock amplification in an interconnected financial system of banks and investment funds," Working Paper Series 2581, European Central Bank.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2024.
"The double materiality of climate physical and transition risks in the euro area,"
Journal of Financial Stability, Elsevier, vol. 71(C).
See citations under working paper version above.
- Gourdel, Régis & Monasterolo, Irene & Dunz, Nepomuk & Mazzocchetti, Andrea & Parisi, Laura, 2022. "The double materiality of climate physical and transition risks in the euro area," Working Paper Series 2665, European Central Bank.
- Gourdel, Régis & Sydow, Matthias, 2023.
"Non-banks contagion and the uneven mitigation of climate risk,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
Cited by:
- Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024. "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series 348, European Central Bank.
- Bruneau, Gabriel & Ojea-Ferreiro, Javier & Plummer, Andrew & Tremblay, Marie-Christine & Witts, Aidan, 2025. "The interdependencies of Canadian financial institutions: An application to climate transition shocks," Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 6(3).
- Irene Monasterolo & Nepomuk Dunz & Andrea Mazzocchetti & Régis Gourdel, 2022.
"Derisking the low-carbon transition: investors’ reaction to climate policies, decarbonization and distributive effects,"
Review of Evolutionary Political Economy, Springer, vol. 3(1), pages 31-71, April.
Cited by:
- Yan, Shuli & Wang, Jingyuan & Wu, Liangpeng, 2024. "Dynamics of green transition based on stock-flow consistent model considering compound risks," Economic Analysis and Policy, Elsevier, vol. 82(C), pages 530-553.
- Gergely Buda & Judit Ricz, 2023. "Industrial symbiosis and industrial policy for sustainable development in Uganda," Review of Evolutionary Political Economy, Springer, vol. 4(1), pages 165-189, April.
- Victor-Gallardo, Luis & Quirós-Tortós, Jairo, 2023. "Techno-economic comparison of centralized and distributed power generation to support large-scale transport electrification in Costa Rica," Transport Policy, Elsevier, vol. 131(C), pages 120-138.
- Mazzocchetti, Andrea & Monasterolo, Irene & Dunz, Nepomuk & Essenfelder, Arthur Hrast, 2025. "Breaking the economy: How climate tail risk and financial conditions can shape loss persistence and economic recovery," Ecological Economics, Elsevier, vol. 237(C).
- Beatrice Negro & Maria Enrica Virgillito, 2025. "More Hype than Hope. Hydrogen Policy, Projects and Environmental Conflicts," LEM Papers Series 2025/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-ENV: Environmental Economics (2) 2022-06-20 2023-01-09. Author is listed
- NEP-RMG: Risk Management (2) 2019-11-11 2021-08-16. Author is listed
- NEP-BAN: Banking (1) 2023-01-09. Author is listed
- NEP-CBA: Central Banking (1) 2021-08-16. Author is listed
- NEP-CWA: Central and Western Asia (1) 2021-08-16. Author is listed
- NEP-EEC: European Economics (1) 2022-06-20. Author is listed
- NEP-ENE: Energy Economics (1) 2022-06-20. Author is listed
- NEP-FDG: Financial Development and Growth (1) 2022-06-20. Author is listed
- NEP-HME: Heterodox Microeconomics (1) 2022-06-20. Author is listed
- NEP-IFN: International Finance (1) 2019-11-11. Author is listed
- NEP-ISF: Islamic Finance (1) 2021-08-16. Author is listed
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