Template-Type: ReDIF-Article 1.0 
Author-Name: Nuruddeen Usman
Author-Name: Emeka Okoro Akpa
Author-Name: Hassana Babangida Umar
Author-Email:  akpaemeka@gmail.com
Author-Workplace-Name:  Central Bank of Nigeria, Nigeria
Title: Persistence in Climate Risk Measures
Abstract:  In this short note, we investigate persistence in two climate risk measures – climate policy uncertainty index (cpu_index) and the Global Land and Ocean Temperature Anomalies (GLOT). Using the fractional integration method, we find that cpu_index and GLOT exhibit high, but mean reverting persistence, both in full and sub-samples.
Classification-JEL:  Q54
Keywords:  Climate risk, Persistence, Climate change
Journal:  Energy RESEARCH LETTERS
Pages: 1-5
Volume: 4
Issue: 2
Year:  2023
DOI:  2023/06/13
File-URL:  https://erl.scholasticahq.com/api/v1/articles/73223-persistence-in-climate-risk-measures.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnerl:80