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Climate Change Scenario Analysis for Public Market Investors

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  • Casey Clark

Abstract

Academic studies suggest that market participants are demanding higher risk premiums for carbon‐intensive assets, but that natural disasters have yet to be efficiently priced into the market. And as a consequence, asset owners and investors are less than fully informed about the evidence of climate change uncovered by the scientific community. The author assesses the exposure to climate risk of Rockefeller Capital's ‘Ocean Strategy,” an actively managed global equity portfolio, by using three publicaly available climate change scenario analysis tools: (1) Paris Agreement Capital Transition Assessment (PACTA); The Transition Pathway Initiative (TPI), and (3) Carbon Tracker's 2 Degrees of Separation.

Suggested Citation

  • Casey Clark, 2019. "Climate Change Scenario Analysis for Public Market Investors," Journal of Applied Corporate Finance, Morgan Stanley, vol. 31(2), pages 118-123, June.
    • Handle: RePEc:bla:jacrfn:v:31:y:2019:i:2:p:118-123
    DOI: 10.1111/jacf.12353
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    Cited by:

    1. Claudio Nuber & Patrick Velte, 2021. "Board gender diversity and carbon emissions: European evidence on curvilinear relationships and critical mass," Business Strategy and the Environment, Wiley Blackwell, vol. 30(4), pages 1958-1992, May.
    2. Fernanda Ballesteros & Franziska Schütze & Catherine Marchewitz & Alexandra Hüttel, 2023. "Scenario Analysis for Net Zero: The Applicability of Climate Neutrality Studies for Transitioning Firms in the German Building Sector and Energy-Intensive Industry," Discussion Papers of DIW Berlin 2048, DIW Berlin, German Institute for Economic Research.

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