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Record W4387740916 · doi:10.33094/ijaefa.v17i2.1203

The impact of climate change on the resilience of banking systems in selected Sub-Saharan economies

2023· article· en· W4387740916 on OpenAlexaff
Emmanuel Amo-Bediako, Oliver Takawira, Ireen Choga

Bibliographic record

VenueInternational Journal of Applied Economics Finance and Accounting · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicSustainable Finance and Green Bonds
Canadian institutionsCarleton University
FundersUniversity of Johannesburg
KeywordsClimate changeAutoregressive conditional heteroskedasticityVolatility (finance)Greenhouse gasEconomicsPsychological resilienceBusinessEconometricsEcology

Abstract

fetched live from OpenAlex

Climate change is seen as a peril to the overall financial system, yet this revelation is in its infant stage. On that note, this study investigates the impact of climate change shocks on banking system resilience in selected Sub-Saharan economies. The study relies on a quantitative research method by first employing a Generalized Auto Regressive Conditional Heteroskedasticity (GARCH) (1,1) model to forecast the volatility series of the climate change variables. Further, the study applies the panel ARDL model to disseminate the long- and short-term associations between the obtained conditional variances of climate change parameters and banking system resilience within a time frame of 1996-2017 for 29 selected economies. The results show that banking systems in SSA are resilient to temperature shocks in the long-term. However, the study finds that the banking systems in SSA are not resilient to both precipitation and greenhouse gas shocks in the long-term. For the short-term impact assessment, the study finds that banking systems in SSA are resilient to only precipitation shocks. The study concludes that banking sectors in SSA should vigorously conduct stress-testing on climate-related financial risks and also design forward-looking strategies as well as climate change risk management procedures in the wake of climate change events.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.621
Threshold uncertainty score0.416

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.019
GPT teacher head0.237
Teacher spread0.217 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2023
Admission routes1
Has abstractyes

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