Αποτελέσματα Αναζήτησης
9 Δεκ 2022 · By adopting the proposed valuation framework, ever-changing climate risks can be integrated into financial analysis in a consistent and transparent manner, and the time-bias effect that has for many years favored short-term investments can be eliminated.
1 Ιουν 2024 · This provides evidence that the market's response to increased concerns about climate change depends on firm-level exposure to climate risk, with a more negative value change for firms with high climate risk exposure than for firms with low climate risk exposure.
1 Δεκ 2022 · In the present paper we develop a forward-looking stochastic general equilibrium model to study analytically the asset-pricing implications of the co-existing and time-varying risks of tail events of multiple sources: macroeconomic, and those related to climate change.
This paper summarises the academic literature on the financial market pricing of physical and transition risks related to climate change. While studies find that these risks are starting to be priced, concerns are growing that current prices do not fully reflect the risks.
Climate Value-at-Risk (Climate VaR) is designed to provide a forward-looking and return-based valuation assessment to measure climate related risks and opportunities in an investment portfolio. The fully quantitative model offers deep insights into how climate change could affect company valuations.
4 Απρ 2016 · Charlie Dixon & Philip Gradwell. Nature Climate Change 6, 676–679 (2016) Cite this article. 15k Accesses. 253 Citations. 678 Altmetric. Metrics. This article has been updated. Abstract....
1 Ιουν 2021 · Climate transition risk is modeled through a doubly-stochastic jump process. •. The benefits of green investment on the firm creditworthiness are analyzed. •. A bond classification in terms of relative ‘greenness’ is proposed.
