Seeing the Unobservable from the Invisible: The Role of CO2 in Measuring Consumption Risk*

DOI10.1093/rof/rfx027zbMath1402.91978OpenAlexW3125053964MaRDI QIDQ4555721

Zhuo Chen, Andrea Lu

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfx027

zbMATH Keywords

carbon dioxide emissionsconsumption-based capital asset pricing model (CCAPM)durable goods service flow

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

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