Measuring climate transition risk spillovers

DOI10.1093/ROF/RFAD026MaRDI QIDQ6629762zbMATH OpenFDO

Authors Massimiliano Caporin, Juan-Angel Jimenez-Martin, Marcin Kacperczyk

Publication date 30 October 2024

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

zbMATH Keywords

climate changecarbon emissionclimate riskconnectedness networktransition riskcarbon risk premium

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

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Cited in

(1)

• Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets

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