Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Faculty Publications Book Chapter Faculty Publications- Book Chapter Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Creator An entity primarily responsible for making the resource Yadav, Anusri; Patel, Surabhi; Banthia, Harsh; Rawlin, Rajveer Samuel Title A name given to the resource Climate Risk, Commodity Prices, and Sectoral Dynamics in Indian Financial Markets: A Systematic Literature Review Date A point or period of time associated with an event in the lifecycle of the resource 01-01-2025 Source A related resource from which the described resource is derived Impacts of Climate Risk and Energy Consumption on Financial Markets;pp.97-128 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.4018/979-8-3373-6766-8.ch005" target="_blank" rel="noreferrer noopener">https://doi.org/10.4018/979-8-3373-6766-8.ch005</a> <br /><br /><a href="https://www.scopus.com/pages/publications/105026937665?origin=resultslist" target="_blank" rel="noreferrer noopener">https://www.scopus.com/pages/publications/105026937665?origin=resultslist</a> Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Yadav A., Christ University, India; Patel S., Christ University, India; Banthia H., Christ University, India; Rawlin R.S., Christ University, India Description An account of the resource 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-f riendly financial strategies to help develop more resilient and sustainable capital markets in India. 2026 by IGI Global Scientific Publishing. Publisher An entity responsible for making the resource available IGI Global Relation A related resource ISBN: 979-833736768-2; 979-833736766-8; Language A language of the resource English Type The nature or genre of the resource Book chapter Rights Information about rights held in and over the resource Restricted Access; Hardcopy may be available in the library Format The file format, physical medium, or dimensions of the resource online