南开保险精算学术讲座是南开保险与精算研究院主办的系列讲座，旨在搭建保险精算领域学术交流平台、推动相关领域的研究与合作。讲座主题涵盖保险精算、风险管理、随机过程、大数据等多个领域，欢迎校内外师生积极参加！

本期南开保险精算学术讲座活动安排如下：

讲座题目 ‍

Natural Disaster, ESG Investing, and Financial Contagion

主讲人： Tianyang Wang ‍ ‍ ‍

Dr. Tianyang Wang is a Full Professor in the Department of Finance and Real Estate at Colorado State University. He holds a Ph.D. from the University of Texas at Austin and several professional designations, including CFA, FRM, and ASA. Dr. Wang's research has been published in academic journals, including the Journal of Risk and Insurance, Geneva Papers, Operations Research, Production and Operations Management, and Risk Analysis. He is a recipient of numerous best paper awards, and currently serves as Contributing Editor of The Actuary, Co-Editor of Expanding Horizons at the SOA, Associate Editor for China Finance Review International, and editorial board member for the Journal of Economics and Finance.

讲座时间

2024年12月25日（周三）

14：30

讲座地点

腾讯会议（882-157-633）

This study investigates financial contagion during natural disasters and explores the potential advantage of ESG investing in such contagion. Specifically, we propose using a contagion network framework to detect disaster-driven contagion and transmission channels across sectors, asset classes, and ESG international indexes. Our empirical results show the existence of the disaster-driven contagion, and most disasters increase investors’ risk aversion, which may further magnify portfolio rebalancing behavior or the wealth effect, leading to the spread of financial contagion. Moreover, we also find that the ESG market exhibits “safe-haven” properties, which contributes to the resilience of the financial system during natural disasters.

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