---
title: Jump-Diffusion Model for Climate Risk Assessment
url: https://www.ml-quant.com/papers/ssrn/4523784/
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: SSRN 4523784
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4523784
featured: 2023-08-02
citations: unknown
topic: ML & AI Methods
---


# Jump-Diffusion Model for Climate Risk Assessment

A stochastic asset pricing model assesses climate risk at the firm level, examining the impact of climate-related risk factors on stock return volatility and market return correlations.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4523784
- Identifier: SSRN 4523784
- Released: 2023-03-16
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: ML & AI Methods

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