A forward-looking approach to climate change and the risk of societal collapse

IF 3 3区 管理学 Q1 ECONOMICS
Daniel Steel , Charly Phillips , Amanda Giang , Kian Mintz-Woo
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引用次数: 0

Abstract

This article proposes a forward-looking approach to studying societal collapse risks related to climate change. Such an approach should indicate how to study emerging collapse risks and suggest strategies for adapting to them. Our approach is based on three postulates that facilitate a forward-looking approach: (1) collapse, if it occurred, would be a lengthy process rather than an abrupt event; (2) significant collapse risks already exist in some places; and (3) diminishing returns on adaptation to intensifying climate impacts are a key driver of collapse risks. The first two postulates suggests that collapse risks can be studied in process, while the third points to strategies for adaptation pathways that avoid unsustainable diminishing returns. Applying diminishing returns to climate change adaptation, rather than sociopolitical complexity or resource extraction, is also a novel theoretical contribution to collapse literature.

应对气候变化和社会崩溃风险的前瞻性方法
本文提出了一种研究与气候变化相关的社会崩溃风险的前瞻性方法。这种方法应指出如何研究新出现的崩溃风险,并提出适应这些风险的策略。我们的方法基于三个有助于前瞻性方法的假设:(1)如果发生崩塌,这将是一个漫长的过程,而不是一个突发性事件;(2)在某些地方已经存在重大的崩塌风险;(3)适应气候影响加剧的收益递减是崩塌风险的主要驱动因素。前两个假设表明,崩塌风险可以在过程中加以研究,而第三个假设则指出了避免不可持续的收益递减的适应途径战略。将收益递减应用于气候变化适应,而非社会政治复杂性或资源开采,也是对崩溃文献的一个新的理论贡献。
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来源期刊
Futures
Futures Multiple-
CiteScore
6.00
自引率
10.00%
发文量
124
期刊介绍: Futures is an international, refereed, multidisciplinary journal concerned with medium and long-term futures of cultures and societies, science and technology, economics and politics, environment and the planet and individuals and humanity. Covering methods and practices of futures studies, the journal seeks to examine possible and alternative futures of all human endeavours. Futures seeks to promote divergent and pluralistic visions, ideas and opinions about the future. The editors do not necessarily agree with the views expressed in the pages of Futures
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