Nepomuk Dunz

WU Vienna

Welthandelsplatz 1 1

Wien, 1020

Austria

World Bank

1818 H Street, NW

Washington, DC 20433

United States

SCHOLARLY PAPERS

4

DOWNLOADS

592

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent Approach

Number of pages: 65 Posted: 06 Apr 2020
Nepomuk Dunz, Asjad Naqvi and Irene Monasterolo
WU Vienna, Vienna University of Economics and Business and EDHEC Business School
Downloads 258 (149,873)
Citation 14

Abstract:

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Climate sentiments, climate transition risk, credit market, green supporting factor, carbon tax, financial stability, Stock-Flow Consistent modelling

2.

Macroeconomic and Financial Impacts of Compounding Pandemics and Climate Risks

Number of pages: 48 Posted: 19 Apr 2021 Last Revised: 07 Jun 2021
WU Vienna, Ca' Foscari University of Venice, EDHEC Business School, Ca Foscari University of Venice and Università degli Studi di Genova - DIME - Department of Mechanics, Energetics, Management and Transportation
Downloads 248 (155,903)

Abstract:

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Climate physical risk, COVID-19, compound risk, credit market constraints, public spending effectiveness, debt sustainability

3.

Assessing the double materiality of climate risks in the EU economy and banking sector

Number of pages: 54 Posted: 11 Oct 2021
European Central Bank (ECB), EDHEC Business School, WU Vienna, Ca' Foscari University of Venice and European Central Bank (ECB)
Downloads 43 (533,713)

Abstract:

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double materiality, endogeneity, climate mitigation scenarios; dynamic climate stress test, investors’ climate sentiments, Stock-Flow Consistent model, macroprudential policies

4.

ECB's Economy-Wide Climate Stress Test

ECB Occasional Paper No. 2021/281
Number of pages: 91 Posted: 23 Sep 2021
WU Vienna, European Central Bank (ECB), International Monetary Fund (IMF), European Central Bank (ECB), European Central Bank (ECB) and European Central Bank (ECB)
Downloads 43 (510,021)

Abstract:

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climate scenarios, climate stress-test, physical risk, transition risk