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Blind to carbon risk? An analysis of stock market reaction to the Paris Agreement 期刊论文
ECOLOGICAL ECONOMICS, 2020, 170
作者:  Monasterolo, Irene;  de Angelis, Luca
收藏  |  浏览/下载:16/0  |  提交时间:2020/07/02
Asset pricing  Paris Agreement announcement  Low-carbon indices  Carbon-intensive indices  Systematic risk  Markowitz'  s portfolio optimization  Market model  Fama-French five-factor model  Risk-adjusted return  Stranded assets  
Uncertainty of climate policies and implications for economics and finance: An evolutionary economics approach 期刊论文
ECOLOGICAL ECONOMICS, 2019, 163: 177-182
作者:  Monasterolo, Irene;  Roventinib, Andrea;  Foxon, Tim J.
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/27
Climate policy  Climate finance  Evolutionary economics  Agent-based models  Complex systems  Network models  Uncertainty