Pricing Poseidon: extreme weather uncertainty and firm return dynamics

Mathias S. Kruttli, Brigitte Roth Tran, Sumudu W. Watugala

Year of publication:	2021
Authors:	Kruttli, Mathias S. ; Roth Tran, Brigitte ; Watugala, Sumudu W.
Publisher:	[San Francisco, CA] : Federal Reserve Bank of San Francisco
Subject:	extreme weather \| uncertainty \| implied volatility \| expected returns \| climate risks \| Volatilität \| Volatility \| Wetter \| Weather \| Risiko \| Risk \| Klimawandel \| Climate change \| Kapitaleinkommen \| Capital income \| Katastrophe \| Disaster \| Börsenkurs \| Share price \| Schätzung \| Estimation \| Risikoprämie \| Risk premium

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