Achieving SDG ‐Aligned Water Sustainability in a Climate‐Vulnerable Economy: Evidence From South Africa

ABSTRACT Water sustainability has become a central prerequisite for achieving sustainable development in climate‐vulnerable economies, where increasing climatic pressures threaten environmental resilience and long‐term resource security. This study examines the nonlinear relationships between climate vulnerability, innovation, renewable energy consumption, government stability, and water stress in South Africa over the period 2000–2025. To capture heterogeneous and asymmetric relationships, the analysis employs Quantile‐on‐Quantile Regression (QQR), complemented by Quantile‐on‐Quantile Kernel Regularized Least Squares (QQKRLS), Wavelet Quantile Regression (WQR), and Quantile‐on‐Quantile Granger Causality (QQGC) analyses. The findings reveal substantial distributional heterogeneity across regimes. Climate vulnerability generally shows negative associations with measured water stress, although lower withdrawal ratios do not necessarily indicate improved water security. Innovation is associated with lower water stress in several quantile regions. Renewable energy and government stability also show negative associations with water stress in some regions, but the direction, magnitude, and significance of these relationships vary across quantiles. The complementary analyses provide further evidence of heterogeneity, while QQGC identifies quantile‐specific predictive relationships. The results highlight the relevance of considering climate resilience, technological innovation, renewable energy transition, and government stability together in water policy. These findings offer exploratory insights for advancing SDGs 6, 7, 9, 13, and 16 in South Africa.