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climate mitigation, and the direction of the risk is identified through manual labels. The documented risk premium indicates …
Persistent link: https://www.econbiz.de/10015059379
Intro -- Contents -- I. INTRODUCTION -- II. PREVIOUS LITERATURE -- III. MODEL SPECIFICATION -- IV. ESTIMATION -- V. DATA AND PRELIMINARY STATISTICS -- VI. MAIN RESULTS -- VII. CONCLUSIONS -- REFERENCES.
Persistent link: https://www.econbiz.de/10012691179
participate in the EU ETS. Taken together, our results indicate that investors price in transition risk stemming from the shift …
Persistent link: https://www.econbiz.de/10015059755
consumption across countries from the predictions of models with full risk sharing. It is commonly believed that these risk … that the full risk sharing equilibrium may not require much diversification of equity portfolios when there is price …
Persistent link: https://www.econbiz.de/10012677771
Intro -- Contents -- Executive Summary -- I. INTRODUCTION -- II. LONG- TERM SYSTEMIC RISKS -- III. INNOVATIONS IN RISK …
Persistent link: https://www.econbiz.de/10012691045
. Our results show the importance of considering these heterogeneous factors when conducting physical climate risk stress …
Persistent link: https://www.econbiz.de/10015328440
concerns about crypto assets been picked up in systemic risk assessment, and what can be done going forward? In this paper, we …, we propose a country-level Crypto-Risk Assessment Matrix (C-RAM) to summarize the main vulnerabilities, useful indicators … weave in specific vulnerabilities stemming from crypto asset activity into their assessment of systemic risk, and how they …
Persistent link: https://www.econbiz.de/10015059060
climate risk analysis …
Persistent link: https://www.econbiz.de/10015059092
risk events driven by climate change, rather than just individual extreme events, to better understand financial stability …
Persistent link: https://www.econbiz.de/10015059150
building a dynamic stochastic general equilibrium model linked to global climate and a catastrophe risk model specifically for … drawing strong conclusions about the relevance of climate risk, as the model focused only on typhoons' physical capital …
Persistent link: https://www.econbiz.de/10015060165