Transition versus physical climate risk pricing in European financial markets: a text-based approach
Author
Abstract
Suggested Citation
DOI: 10.1080/1351847X.2024.2355103
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Arnone, Massimo & Costantiello, Alberto & Leogrande, Angelo, 2025.
"Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective,"
MPRA Paper
123190, University Library of Munich, Germany.
- Massimo Arnone & Alberto Costantiello & Angelo Leogrande, 2025. "Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective," Working Papers hal-04865226, HAL.
- Arnone, Massimo & Costantiello, Alberto & Leogrande, Angelo, 2025. "Analyzing Risk Exposure Determinants in European Banking: A Regulatory Perspective," OSF Preprints 2u4jb, Center for Open Science.
- Vassilios Babalos & Xolani Sibande & Elie Bouri & Rangan Gupta, 2025. "Do Investors in Clean Energy ETFs Herd? The Role of Climate Risks," Working Papers 202512, University of Pretoria, Department of Economics.
- Campiglio, Emanuele & De Angelis, Luca & Neri, Paolo & Scalisi, Ginevra, 2025. "From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets," LSE Research Online Documents on Economics 127807, London School of Economics and Political Science, LSE Library.
- Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong, 2025.
"Climate Transition Risks and the Energy Sector,"
NBER Working Papers
33413, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Stefano Giglio & Stefano Pastore & Johannes Stroebel & Zhenhao Tan & Tiffany Yong, 2025. "Climate Transition Risks and the Energy Sector," CESifo Working Paper Series 11646, CESifo.
- Andrea Cipollini & Fabio Parla, 2025. "Common Shocks and Climate Risk in European Equities," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 44(3), pages 1165-1192, April.
- repec:osf:osfxxx:2u4jb_v1 is not listed on IDEAS
- Nouha Belmahi & Khaoula Jabari, 2025. "Climate Risks and Financial Markets: A Narrative Literature Review [Risques climatiques et marchés financiers : une revue narrative de la littérature]," Post-Print hal-05012159, HAL.
- Ali, Sara & Badshah, Ihsan & Demirer, Riza & Hegde, Prasad & Rognone, Lavinia, 2024. "Climate risk, ESG ratings, and the flow-performance relationship in mutual funds," Global Finance Journal, Elsevier, vol. 63(C).
- Benkraiem, Ramzi & Dimic, Nebojsa & Piljak, Vanja & Swinkels, Laurens & Vulanovic, Milos, 2025. "Media-based climate risks and international corporate bond market," Journal of International Money and Finance, Elsevier, vol. 151(C).
- Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025. "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, vol. 71(C).
- Emanuele Campiglio & Luca De Angelis & Paolo Neri & Ginevra Scalisi, 2025. "From Climate Chat to Climate Shock: Non‐Linear Impacts of Transition Risk in Energy CDS Markets," Environmetrics, John Wiley & Sons, Ltd., vol. 36(3), April.
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:taf:eurjfi:v:30:y:2024:i:17:p:2076-2110. 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: Chris Longhurst (email available below). General contact details of provider: http://www.tandfonline.com/REJF20 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.