Blind to carbon risk? : an analysis of stock market reaction to the Paris Agreement
Year of publication: |
2020
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Authors: | Monasterolo, Irene ; De Angelis, Luca |
Published in: |
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics. - Amsterdam [u.a.] : Elsevier, ISSN 0921-8009, ZDB-ID 1002942-4. - Vol. 170.2020, p. 1-9
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Subject: | Asset pricing | Carbon-intensive indices | Fama-French five-factor model | Low-carbon indices | Market model | Markowitz's portfolio optimization | Paris Agreement announcement | Risk-adjusted return | Stranded assets | Systematic risk | Treibhausgas-Emissionen | Greenhouse gas emissions | Portfolio-Management | Portfolio selection | CAPM | Börsenkurs | Share price | Klimawandel | Climate change | Ankündigungseffekt | Announcement effect | Internationale Klimapolitik | International climate policy | Risiko | Risk | Aktienmarkt | Stock market | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income |
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