🚨 New Open Access Publication!
Proud to share our latest research in Research in International Business and Finance:

“Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach”
👉 Read it here

https://www.sciencedirect.com/science/article/pii/S0275531925003836?via%3Dihub

🌍 What happens to financial stability when economies shift toward greener models?
We show that climate transition risk can significantly amplify systemic risk, especially in carbon-intensive sectors. Our model captures these effects better than traditional approaches.

📌 Why it matters:
Understanding how climate risk spreads through financial systems is key for regulators, investors, and policymakers preparing for the green transition.

Huge thanks to my co-author Laura García Jorcano for the great collaboration!