We examine climate transition risk in New Zealand (NZ) equities given that NZ's greenhouse gas (GHG) emissions are dominated by agricultural emissions and that carbon pricing has been in place since 2008. Only around half of NZX50 companies disclose emissions and that disclosure is driven by,...

We explore the factors that shape the response of G20 countries to a Financial Stability Board (FSB) recommendation aimed at mitigating the risks from financial innovation. Using the FSB's Implementation Monitoring Network Surveys, we develop an index of disclosed strength of regulatory...

In this paper we utilise the risk factors from both the finance and energy economics literatures to develop an improved asset pricing model (the Augmented-Four-Factor Model or AFFM) in the context of the European energy utility sector. In addition, we undertake inter-sectoral and inter-temporal...