In this work we conduct a study on the calibration of futures contracts on temperature indices. We consider a continuous-time autoregressive dynamics for the deseasonalized temperatures and a pricing measure allowing for a simultaneous change of the level and speed of mean reversion in the risk...

Use of bacterial biochar for Cr(VI) removal opens room for new research in terms of cost effectiveness, better performance and high selectivity. This work reports the synthesis, physicochemical characterization and performance evaluation of bacterial biochar synthesized at 200oC and 400oC. To...

Using Credit Default Swap spreads, we construct a forward-looking, market-implied carbon risk factor and show that carbon risk affects firms' credit spread. The effect is larger for European than North American firms and varies substantially across industries, suggesting the market recognises...