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Policy transition risk, carbon premiums, and asset prices
16 references·0 citing·41 second hop
Policy transition risk, carbon premiums, and asset prices (2025)Policy transition risk, carbon premiums, …Global Pricing of Carbon‐Transition Risk (2023)Global Pricing of Carbon‐Tran…Comprehensive evidence implies a higher social cost of CO2 (2022)Comprehensive evidence implie…Sustainable investing in equilibrium (2020)Sustainable investing in equi…Responsible Investing: The ESG-Efficient Frontier (2019)Responsible Investing: The ES…Hedging Climate Change News (2019)Hedging Climate Change NewsDo Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…Climate risks and market efficiency (2018)Climate risks and market effi…Revisiting the social cost of carbon (2017)Revisiting the social cost of…The geographical distribution of fossil fuels unused when limiting global warming to 2 °C (2015)The geographical distribution…Optimal Taxes on Fossil Fuel in General Equilibrium (2014)Optimal Taxes on Fossil Fuel …Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Can Time‐Varying Risk of Rare…The environment and directed technical change (2012)The environment and directed …Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Stochastic Differential Utility (1992)Stochastic Differential Utili…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The Dual Theory of Choice under Risk (1987)Dynamic Asset Pricing Theory. (1993)Investor Psychology and Asset Pricing (2001)Greenhouse-gas emission targets for limiting global warming to 2 °C (2009)A new scenario framework for climate change research: the concept of shared socioeconomic pathways (2013)A Climate Stress-Test of the Financial System (2016)Unextractable fossil fuels in a 1.5 °C world (2021)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Catastrophic Natural Disasters and Economic Growth (2013)Measuring Systemic Risk (2016)American Economic Review (2019)The Economics of Climate Change: The Stern Review (2007)Climate Clubs: Overcoming Free-riding in International Climate Policy (2015)Country-level social cost of carbon (2018)Climate Change: The Ultimate Challenge for Economics (2019)Common risk factors in the returns on stocks and bonds (1993)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Sustainable investing with ESG rating uncertainty (2021)Dissecting green returns (2022)Firm‐Level Climate Change Exposure (2023)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Importance of Climate Risks for Institutional Investors (2019)Innovation and Growth in the Global Economy. (1993)Endogenous Growth Theory (1999)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Carbon Taxes, Path Dependency, and Directed Technical Change: Evidence from the Auto Industry (2016)Financing Innovation: Evidence from R&D Grants (2017)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Individual and Corporate Social Responsibility (2009)The Pricing of Options and Corporate Liabilities (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Attention to Global Warming (2019)
this work references cited by second hop

References

  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2012The environment and directed technical change3,771 cited
  • 2019Do Investors Care about Carbon Risk?3,361 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2020Sustainable investing in equilibrium2,229 cited
  • 2019Responsible Investing: The ESG-Efficient Frontier2,100 cited
  • 2015The geographical distribution of fossil fuels unused when limiting global warming to 2 °C1,793 cited
  • 2019Hedging Climate Change News1,484 cited
  • 2017Revisiting the social cost of carbon1,383 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 2022Comprehensive evidence implies a higher social cost of CO21,064 cited
  • 2023Global Pricing of Carbon‐Transition Risk1,018 cited
  • 2014Optimal Taxes on Fossil Fuel in General Equilibrium990 cited
  • 2018Climate risks and market efficiency963 cited
  • 2013Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

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