A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market
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DOI: 10.1016/j.jbef.2023.100824
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More about this item
Keywords
Asset pricing model; Climate transition risk; Green-minus-brown factor; Flexible modelling framework;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q50 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - General
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