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Climate Risk, Commodity Prices, and Sectoral Dynamics in Indian Financial Markets: A Systematic Literature Review
Abstract
According to the authors, this chapter provides a comprehensive review of more than the last twenty years empirical research on the relationship between commodity prices, sectoral stock indices and climate change induced financial risk in India. The chapter discusses the historical evolution of analytical techniques from simple linear econometric analysis to more recent machine learning algorithms by integrating 67 articles published in peer-reviewed journals between 2000 and 2025 using the PRISMA methodology. Key thematic results are large transmission effects of volatility between commodities and from these to sectoral markets, varying sectoral sensitivities to climate stress, and new trends in fintech and ESG commodity trading. Issues in climate risk integration, data innovation and policy frameworks are highlighted in the chapter. It provides a sound basis for climate-friendly financial strategies to help develop more resilient and sustainable capital markets in India.
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