---
title: Carbon Risk in European Equity Returns
url: https://www.ml-quant.com/papers/repec/zbw-jumsac-294991/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:zbw:jumsac:294991
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294991%2F1%2F5149-3407.pdf%3Bh%3Drepec%3Azbw%3Ajumsac%3A294991
featured: 2024-05-22
citations: unknown
topic: Other
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.econstor.eu%2Fbitstream%2F10419%2F294991%2F1%2F5149-3407.pdf%3Bh%3Drepec%3Azbw%3Ajumsac%3A294991
- Identifier: RePEc:zbw:jumsac:294991
- Released: 2022-09-03
- First featured: Quant Letter No. 50 (2024-05-22): https://www.ml-quant.com/issues/2024-05-22/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Other

## Related

- [Sustainable Finance Taxonomies – Enabling the Transition towards Net Zero? A Transition Score for International Frameworks](https://www.ml-quant.com/papers/ssrn/4837372/): A study of 26 sustainable finance taxonomy frameworks found that few support the transition to carbon neutrality, with many lacking a dynamic approach or only targeting specific financial products.
- [Making intellectual property rights work for climate technology transfer and innovation in developing countries](https://www.ml-quant.com/papers/arxiv/2408.12338/): The study examines the impact of Intellectual Property Rights (IPRs) on climate technology transfer and innovation in developing countries. It found that patents have a minimal effect, while trademarks and utility models encourage innovation. The study recommends focusing on market and institutional mechanisms for climate change mitigation and adaptation solutions.
- [Graph database while computationally efficient filters out quickly the ESG integrated equities in investment management](https://www.ml-quant.com/papers/arxiv/2401.07483/): The study contrasts SQL, No-SQL, and graph databases in terms of efficiency and performance, concluding that ESG's Graph database is superior for extended analytics in business and investment.
- [A unified dataset for pre-processed climate indicators weighted by gridded economic activity](https://www.ml-quant.com/papers/arxiv/2312.05971/): Research offers a unified framework for processing and validating economic activity-weighted climate data, specific to countries and regions.
- [Global Value Chain Linkages and Carbon Emissions embodied in trade, An Evidence from Emerging Economies: Uncovering Connections](https://www.ml-quant.com/papers/arxiv/2411.02963/): A study found that the involvement of 16 emerging economies in the Global Value Chain from 1995-2018 has resulted in higher carbon emissions, supporting the Pollution Haven Hypothesis.
- [Angels or Sinners? Exploring the Halo Effect in ESG Investing in Indian Equities](https://www.ml-quant.com/papers/ssrn/4624179/): A study of 700 Indian companies shows no significant link between ESG scores and investment returns from 2013 to 2023.
