IDEAS home Printed from https://ideas.repec.org/p/upa/wpaper/0049.html
   My bibliography  Save this paper

The impact of transitional climate risks on the value of Russian companies

Author

Listed:
  • Loginova Veronika

    (Department of Economics, Lomonosov Moscow State University)

Abstract

This paper describes the channels of influence of transitional climate risks on the value of companies and provides empirical evidence of the impact of transitional climate risks on the value of Russian companies on the example of the introduction of cross-border regulation in the EU. A study using the methods of event analysis and the construction of autoregressive models for assessing excess returns confirmed that these risks are taken into account by the Russian financial market, and proved the need to take them into account in the long-term evaluation of the company.

Suggested Citation

  • Loginova Veronika, 2022. "The impact of transitional climate risks on the value of Russian companies," Working Papers 0049, Moscow State University, Faculty of Economics.
    • Handle: RePEc:upa:wpaper:0049
    as

    Download full text from publisher

    File URL: https://www.econ.msu.ru/sys/raw.php?o=91841&p=attachment
    File Function: First version, 2022
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    transitional climate risks; channels of influence; company value; event analysis; autoregressive models; cross-border regulation;
    All these keywords.

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
    • G39 - Financial Economics - - Corporate Finance and Governance - - - Other

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:upa:wpaper:0049. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Gregory Kalyagin (email available below). General contact details of provider: https://edirc.repec.org/data/femsuru.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.