ML-QuantSubscribe

RePEcOther

Carbon Risk in European Equity Returns

The study measures the effect of carbon risk on European equity prices, indicating it's a systematic risk factor that can be estimated from stock returns.

Featured in No. 50 on 22 May 2024 ·

Released
3 Sep 2022
First featured
No. 50 · 22 May 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
14
Identifier
RePEc:zbw:jumsac:294991

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page