Measurement of daily climate physical risks and climate transition risks faced by China's energy sector stocks
This paper introduces a novel approach for assessing the daily climate transition risk level in
China and quantifying the climate physical risk associated with various fossil energy stocks …
China and quantifying the climate physical risk associated with various fossil energy stocks …
A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market
L Zanin - Journal of Behavioral and Experimental Finance, 2023 - Elsevier
I investigate the exposure of sectoral equity portfolios to climate transition risks by
augmenting a three-factor asset pricing model with a green-minus-brown (GMB) factor as a …
augmenting a three-factor asset pricing model with a green-minus-brown (GMB) factor as a …