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传染性风险:气候,流行病,地缘政治和经济风险的联系
Hailing Li1,2, Xiaoyun Pei1, Hua Zhang2,3
1Business School, Hunan Agricultural University, Changsha, China.
Risk analysis : an official publication of the Society for Risk Analysis
|December 11, 2024
概括
极端事件在各个领域中更具传染性,风险传染发生立即并延迟. 这凸显了需要多维风险管理策略的需要.
科学领域:
- 跨学科研究跨学科研究.
- 风险管理 风险管理
- 金融经济学 金融经济学
背景情况:
- "黑天"事件在气候,流行病,地缘政治和经济方面不断增加.
- 风险的联系使不同风险领域能够迅速联系起来,造成灾难性的影响.
研究的目的:
- 研究气候政策不确定性,传染病股票市场波动性,地缘政治风险和经济政策不确定性之间的传染效应.
- 使用一个集成的框架,将波动性,斜率和曲率作为风险指标.
主要方法:
- 综合框架分析综合框架分析
- 波动性,倾斜性和曲率作为风险衡量标准.
- 传染效应分析的分析.
主要成果:
- 随着更高层次的风险措施,传染效应会增加,这表明极端事件具有更强的传染性.
- 风险传染的三分之二是同时发生的,三分之一是延迟发生的,显示出即时性和连续性.
- 风险传染具有显著的时间变化和异质特征.
结论:
- 风险传染是不同风险类型固有的.
- 了解风险需要一个多维的视角.
- 风险管理必须超越单一领域,考虑跨行业的影响.
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