High estimates of supply constrained emissions scenarios for long-term climate risk assessment

Energy Policy ◽  
2012 ◽  
Vol 51 ◽  
pp. 598-604 ◽  
Author(s):  
James D. Ward ◽  
Steve H. Mohr ◽  
Baden R. Myers ◽  
Willem P. Nel
2020 ◽  
Vol 112 (3) ◽  
pp. 2132-2151 ◽  
Author(s):  
Romulo P. Lollato ◽  
Guilherme P. Bavia ◽  
Vinicius Perin ◽  
Mary Knapp ◽  
Eduardo A. Santos ◽  
...  

2019 ◽  
pp. 79-95
Author(s):  
N.E. Terentiev

Based on the latest data, paper investigates the dynamics of global climate change and its impact on economic growth in the long-term. The notion of climate risk is considered. The main directions of climate risk management policies are analyzed aimed, first, at reducing anthropogenic greenhouse gas emissions through technological innovation and structural economic shifts; secondly, at adaptation of population, territories and economic complexes to the irreparable effects of climate change. The problem of taking into account the phenomenon of climate change in the state economic policy is put in the context of the most urgent tasks of intensification of long-term socio-economic development and parrying strategic challenges to the development of Russia.


2021 ◽  
Vol 285 ◽  
pp. 112029
Author(s):  
Sidney Fernandes Sales Junior ◽  
Camille Ferreira Mannarino ◽  
Daniele Maia Bila ◽  
Cláudio Ernesto Taveira Parente ◽  
Fábio Veríssimo Correia ◽  
...  

2021 ◽  
Vol 28 (Supplement_1) ◽  
Author(s):  
V Korobkova ◽  
AL Komarov ◽  
OO Shakhmatova ◽  
MV Andreevskaya ◽  
EB Yarovaya ◽  
...  

Abstract Funding Acknowledgements Type of funding sources: None. Background Upper gastrointestinal bleeding (UGIB) is the most common hemorrhagic complication in stable CAD patients receiving antithrombotic therapy. It seems that atherosclerotic burden may increase the overall bleeding frequency. However, this factor has never been taken into account with UGIB risk assessment. We aimed to assess the predictive value of atherosclerotic burden (peripheral atherosclerosis – PAD and abdominal aortic aneurysm - AAA) for UGIB in patients with stable CAD receiving long-term antithrombotic therapy. Patients and Methods. A single center prospective Registry of Long-term AnTithrombotic TherApy (REGATTA-1 NCT04347200) included 934 pts with stable CAD (78.6% males, median age 61 [IQR 53-68] yrs). 77,3 %  of patients received dual antiplatelet therapy due to recent PCI with a switch to aspirin monotherapy after 6 months. 17,6% of patients received aspirin only, 5,1 % of patients received oral anticoagulants because of concomitant atrial fibrillation. Risk assessment of UGIB was performed according to the 2015 European Society of Cardiology guidelines (we were not able to identify only Helicobacter pylori infection). Additional ultrasound screening for PAD (lower limbs and cerebrovascular beds) and AAA was applied. The primary outcome was any overt UGIB (BARC ≥2). Results  The frequency of PAD was 18,8%, AAA – 2,4%, PAD and/or AAA -  20,5%. In a total 2335 person-years of follow-up (median follow-up - 2,5 yrs, IQR 1,1 – 5.1), UGIB occurred in 51 patients (incidence at 1 year 1,9 per 100 patients).  The median time to first occurrence of UGIB was 72 [IQR 13-214] days. Comparing the Kaplan-Meyer curves, the UGIB developed three times more often in patients with coexisted PAD and/or AAA vs isolated CAD (19.8% vs 6.5%, Log-Rank p = 0.00006). The difference remains consisted in regression model taking in account 2015 ESC panel of UGIB risk factors (OR 3.4; CI 1.7–6.9, p = 0,0005). Conclusions Atherosclerotic burden (concomitant PAD and/or AAA) is an independent predictor of UGIB in patients with stable CAD receiving long-term antithrombotic therapy.


2018 ◽  
Vol 49 (1) ◽  
pp. 217-242
Author(s):  
A. Floryszczak ◽  
J. Lévy Véhel ◽  
M. Majri

AbstractWe define and study in this work a simple model designed for managing long-term market risk of financial institutions with long-term commitments. It allows the assessment of solvency capital requirements and the allocation of risk budgets. This model allows one to avoid over-assessment of solvency capital requirements specifically after market disruptions. It relies on a dampener component in charge of refining risk assessment after market failures. Rather than aiming at a realistic and thus complex description of equity prices movements, this model concentrates on minimal features enabling accurate computation of capital requirements. It is defined both in a discrete and continuous fashion. In the latter case, we prove the existence, uniqueness and stability of the solution of the stochastic functional differential equation that specifies the model. One difficulty is that the proposed underlying stochastic process has neither stationary nor independent increments. We are however able to perform statistical analyses in view of its validation. Numerical experiments show that our model outperforms more elaborate ones of common use as far as medium-term (between 6 months and 5 years) risk assessment is concerned.


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