Hedging Climate Risk
By M. Andersson, Patrick Bolton, F. Samama. 2016
364 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/053f01c7102b09da8c92fa6d0e39db2c5ef6e547
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Lammertjan Dam
- M. Mulder
- Arjan Trinks
- Felix Creutzig
- Kyra Bos
- Lynn H. Kaack
- Yoshua Bengio
- Natasha Jaques
In Finance
- M. Mulder
- Arjan Trinks
- Lammertjan Dam
- Bert Scholtens
- Yoshua Bengio
- Joyeeta Gupta
- F. van der ploeg
- Armon Rezai
Citations in the corpus
- Does the CDS Market Reflect Regulatory Climate Risk Disclosures? (2020, neutral): “The majority of recent studies use either carbon emissions (Chen and Gao, 2012; Andersson et al., 2016; Liesen et al., 2017; Jung et al., 2018; In et al., 2019; Ilhan et al., 2019b; Ramelli et al., 2018) or ESG scores (Görgen et al.”
- Stranded assets and stranded resources: Implications for climate change mitigation and global sustainable development (2019, background): “climate change litigation, air pollution regulations or carbon taxes) [42,75,103,104]; (iii) changing market conditions (e.”
- Fossil Fuel Divestment and Portfolio Performance (2018, background): “An important consideration in this respect is the appropriate pricing of carbon risk (Andersson et al., 2016; De Jong and Nguyen, 2016; Liesen et al., 2017).”
- Climate Risk and Capital Structure (2019, critical): “However, as Andersson et al. (2016b) underline, these top-down rules imposed on businesses by governments resulted in little progress in the field of climate change mitigation.”
- Tackling Climate Change with Machine Learning (2019, background): “dia coverage of climate change to dynamically hedge climate change risk [704]; using econometricapproaches fordeveloping arbitrage strategies thattakeadvantage ofthecarbonriskfactorinfinancial markets [705]; and ML approaches for forecasting the price of carbon in emission exchanges59 [707, 708]. To ”
- Stranded Assets in the Transition to a Carbon-Free Economy (2020, background): “Andersson et al. (2016) point out that one can design dynamic investment strategies that allow long-term investors to hedge long-term climate risk without sacrificing financial returns.”