The financial impact of carbon emissions on power utilities under climate scenarios

DOI10.1142/S0219024924500134MaRDI QIDQ6587525zbMATH OpenFDO

Authors Florian Krach, Andrea Macrina, Ashley Kanter, Eba Hampwaye, Siphokazi Hlalukana, Nchakha Thato Rateele

Publication date 14 August 2024

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1142/S0219024924500134

zbMATH Keywords

asset \& liabilitycarbon emissionscarbon price scenariosclimate changedefault probabilityemission reduction policiesEskomfossil fuelsgeneration of electricitypower utility

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76) Corporate finance (dividends, real options, etc.) (91G50)

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Cites work

• Implementing the Nelder-Mead simplex algorithm with adaptive parameters
• Term structure modelling of defaultable bonds

Cited in

(2)

• Bridging socioeconomic pathways of \(\mathrm{CO}_2\) emission and credit risk
• Dam management in the era of climate change

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