UN Comtrade Database: https://comtrade.un.org/data/

INFORM Risk Indices: https://gain.nd.edu/our-work/country-index/

Climate extreme indices: https://data.mendeley.com/datasets/fbsdj87gjg/1
Explanation: https://www.sciencedirect.com/science/article/pii/S2352340919309400?via%3Dihub

Report by Swiss Re on Climate Risk:
https://www.swissre.com/institute/research/topics-and-risk-dialogues/climate-and-natural-catastrophe-risk/expertise-publication-economics-of-climate-change.html