The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US

This paper examines the relationship between climate risk and climate policy uncertainty, and CO2 emissions in the US over the 2000–2022 period using a structural Factor- Augmented Vector AutoRegression (FAVAR) model with a two-step principal component analysis based on monthly observations. We empl...

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Bibliographic Details

Published in:	Journal of economic behavior & organization Vol. 212; pp. 610 - 628
Main Authors:	Guesmi, Khaled, Makrychoriti, Panagiota, Spyrou, Spyros
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.08.2023
Subjects:	Climate CO2 emissions FAVAR Natural disasters Uncertainty shocks q2 Climate q4 q5 FAVAR CO2 emissions Uncertainty shocks E0 Natural disasters e2
ISSN:	0167-2681, 1879-1751
Online Access:	Get full text
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