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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  
Addressing COP21 using a stock and oil market integration index 期刊论文
ENERGY POLICY, 2018, 116: 127-136
作者:  Batten, Jonathan A.;  Kinateder, Harald;  Szilagyi, Peter G.;  Wagner, Niklas F.
收藏  |  浏览/下载:0/0  |  提交时间:2019/04/09
Commodities  COP21  Financial market integration  International asset pricing  Market risk  WTI Oil  Risk of climate change  Systematic risk