Some Financial Implications of Global Warming: An Empirical Assessment
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- Claudio Morana & Giacomo Sbrana, 2018. "Some financial implications of global warming: An empirical assessment," Working Paper series 18-09, Rimini Centre for Economic Analysis.
References listed on IDEAS
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More about this item
KeywordsCat bonds; risk premia/multiples; temperature anomalies; global warming; radiative forcing; ENSO; El NiÃ±o; Atlantic hurricanes; dynamic conditional correlation model;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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