Bridging socioeconomic pathways of CO₂ emission and credit risk

DOI10.1007/S10479-022-05135-YMaRDI QIDQ6549628zbMATH OpenFDO

Authors Florian Bourgey, Emmanuel Gobet, Ying Jiao

Publication date 4 June 2024

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10479-022-05135-Y

zbMATH Keywords

carbon emission reductionclimate riskcredit riskoptimal production profitshared socioeconomic pathwaysstructural credit modeltransition risk

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Credit risk (91G40)

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Cited in

(5)

• The financial impact of carbon emissions on power utilities under climate scenarios
• Corporate debt value under transition scenario uncertainty
• Optimal carbon emissions mitigation plan for a company under a transition scenario
• A novel extension of the Merton model for default risk assessment in firms with non-market-traded operational assets
• Propagation of a carbon price in a credit portfolio through macroeconomic factors

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