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Although existing studies demonstrate the importance of school climate for learning, the mechanism underlying such relationship remain underexplored. Guided by the CASEL framework, this study hypothesized that students’ social-emotional learning (SEL) mediates the link between school climate and learning achievement. Using data from 197,251 students across 29 countries in PISA 2022, we conducted structural equation modelling to examine the mediating roles of SEL competencies between school climate (i.e., student-teacher relationship, sense of belonging, and being bullied) and mathematics achievement. Results revealed that positive school climate enhanced achievement primarily by fostering self-awareness and self-management, while being bullied undermined these competencies and achievement. These findings highlight SEL as a key mediator and the importance of promoting positive school climate and SEL competencies.