Investors’ awareness of climate risks and attention to green investments are on the rise especially after the Paris Agreement. It stands to reason that this rise in awareness has an impact on the connection between clean energy prices and oil and technology stock prices. In this paper, we test...

We measure different types of climate risks as innovations in attention to climate mentions indexes that we construct by employing textual analysis on a wide range of social media platforms and news outlets. Using daily observations between 2010 and 2022 and several types of asset classes, we...

We posit that climate risk is a plausible determinant of clean energy prices. Using a recent novel climate-related investor sentiment excerpted by search (CRISES) data set, we construct several daily physical and transition climate risk indexes between October 13, 2010, and June 24, 2022. We use...