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Pricing Poseidon: Extreme Weather Uncertainty and Firm Return Dynamics

Citations

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Cited by:

  1. Bardos, Katsiaryna Salavei & Mishra, Dev R. & Somé, Hyacinthe Y., 2025. "Firm-level climate sentiments, climate politics and implied cost of equity capital," Journal of Corporate Finance, Elsevier, vol. 94(C).
  2. Mirza, Nawazish & Umar, Muhammad & Horobet, Alexandra & Boubaker, Sabri, 2024. "Effects of climate change and technological capex on credit risk cycles in the European Union," Technological Forecasting and Social Change, Elsevier, vol. 204(C).
  3. Yun Zhang & Hui Ming, 2026. "Weathering the Storm: Typhoon Strikes and Bank Operational Performance," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 47(1), pages 41-64, January.
  4. Charles Fries & François Gourio, 2020. "Adaptation and the Cost of Rising Temperature for the U.S. Economy," Working Paper Series WP 2020-08, Federal Reserve Bank of Chicago.
  5. Kakuho Furukawa & Hibiki Ichiue & Noriyuki Shiraki, 2020. "How Does Climate Change Interact with the Financial System? A Survey," Bank of Japan Working Paper Series 20-E-8, Bank of Japan.
  6. Elsa Allman, 2022. "Pricing climate change risk in corporate bonds," Journal of Asset Management, Palgrave Macmillan, vol. 23(7), pages 596-618, December.
  7. Andrew B. Martinez, 2020. "Forecast Accuracy Matters for Hurricane Damage," Econometrics, MDPI, vol. 8(2), pages 1-24, May.
  8. Guesmi, Khaled & Makrychoriti, Panagiota & Pyrgiotakis, Emmanouil G., 2025. "Climate change exposure and green bonds issuance," Journal of International Money and Finance, Elsevier, vol. 152(C).
  9. Xu, Weidong & Gao, Xin & Xu, Hao & Li, Donghui, 2022. "Does global climate risk encourage companies to take more risks?," Research in International Business and Finance, Elsevier, vol. 61(C).
  10. Yubao Fan & Mengmeng Guo & Hao Zheng, 2026. "Every Cloud Has a Silver Lining: Climate Risk and Stock Price Informativeness," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 66(1), pages 621-656, March.
  11. Tristan Jourde & Arthur Stalla-Bourdillon, 2026. "Environmental preferences and sector valuations," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 162(1), pages 45-85, February.
  12. Waheed Ullah Shah & Ibtissem Missaoui & Ijaz Younis & Xiyu Liu, 2025. "Climate risk co-movements effect on South Asia’s emerging stock market for financial inclusion," Future Business Journal, Springer, vol. 11(1), pages 1-20, December.
  13. Joost Bats & Giovanna Bua & Daniel Kapp, 2023. "Physical and transition risk premiums in euro area corporate bond markets," Working Papers 761, DNB.
  14. Bats, Joost Victor & Bua, Giovanna & Kapp, Daniel, 2024. "Physical and transition risk premiums in euro area corporate bond markets," Working Paper Series 2899, European Central Bank.
  15. Niu, Tong & Yu, Qiuliang, 2025. "The contagion of uncertainty perceptions in value chains: Firm evidence from China," Economic Modelling, Elsevier, vol. 153(C).
  16. Reghezza, Alessio & Altunbas, Yener & Marques-Ibanez, David & Rodriguez d’Acri, Costanza & Spaggiari, Martina, 2022. "Do banks fuel climate change?," Journal of Financial Stability, Elsevier, vol. 62(C).
  17. Lan, Yong & Gao, Hanxiao & Zhou, Ping & Zhang, Hua & Li, Hailing, 2025. "The impact of climate risks on global energy production and consumption: New evidence from causality-in-quantile and wavelet analysis," Energy, Elsevier, vol. 319(C).
  18. Tristan Jourde & Arthur Stalla-Bourdillon, 2024. "Environmental preferences and sector valuations," Post-Print halshs-04948464, HAL.
  19. Gong, Xu & Fu, Chengbo & Huang, Qiping & Lin, Meimei, 2022. "International political uncertainty and climate risk in the stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  20. Carina Cuculiza & Alok Kumar & Wei Xin & Chendi Zhang, 2026. "Temperature Sensitivity, Mispricing, and Predictable Returns," Management Science, INFORMS, vol. 72(3), pages 1918-1958, March.
  21. Gregory, Richard P., 2021. "Climate disasters, carbon dioxide, and financial fundamentals," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 45-58.
  22. Giovanni Angelini & Maria Elena Bontempi & Luca De Angelis & Paolo Neri & Marco Maria Sorge, 2025. "Shocking concerns: public perception about climate change and the macroeconomy," Papers 2505.04669, arXiv.org.
  23. Xu, Weidong & Zhu, Danyu & Gao, Xin & Xing, Lu & Li, Donghui, 2025. "The price of realized extreme climate events in the implied cost of equity capital: International evidence," Journal of Banking & Finance, Elsevier, vol. 180(C).
  24. Shao, Meiqi & Li, Jieyu & Zhang, Changzheng & Zhang, Xiaomin, 2025. "Impact of extreme weather events on manufacturing productivity: Evidence from typhoon shocks in China," International Review of Financial Analysis, Elsevier, vol. 107(C).
  25. Venturini, Alessio, 2022. "Climate change, risk factors and stock returns: A review of the literature," International Review of Financial Analysis, Elsevier, vol. 79(C).
  26. Brei, Michael & Mohan, Preeya & Perez Barahona, Agustin & Strobl, Eric, 2024. "Transmission of natural disasters to the banking sector: Evidence from thirty years of tropical storms in the Caribbean," Journal of International Money and Finance, Elsevier, vol. 141(C).
  27. Sangmin Oh & Ishita Sen & Ana-Maria Tenekedjieva, 2022. "Pricing of Climate Risk Insurance: Regulation and Cross-Subsidies," Finance and Economics Discussion Series 2022-064, Board of Governors of the Federal Reserve System (U.S.).
  28. Azar, José & Duro, Miguel & Kadach, Igor & Ormazabal, Gaizka, 2021. "The Big Three and corporate carbon emissions around the world," Journal of Financial Economics, Elsevier, vol. 142(2), pages 674-696.
  29. Yongliang Yang & Shijia Xie & Yi li, 2026. "Temperature shocks and corporate innovation: evidence from China," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 13(1), pages 1-14, December.
  30. Andersson, Malin & Battistini, Niccolò & Bobasu, Alina, 2026. "Heatwaves, coldwaves, floods, and droughts: the short-term impact of extreme weather events on economic activity," Working Paper Series 3203, European Central Bank.
  31. Renato Molina & Ivan Rudik, 2022. "The Social Value of Predicting Hurricanes," CESifo Working Paper Series 10049, CESifo.
  32. Jin, Jian & Gao, Bei, 2025. "Going with the flow or standing by: Managerial climate risk perception bias and corporate green transformation — Evidence from China," Energy Economics, Elsevier, vol. 148(C).
  33. Michael Barnett, 2023. "Climate Change and Uncertainty: An Asset Pricing Perspective," Management Science, INFORMS, vol. 69(12), pages 7562-7584, December.
  34. Drudi, Francesco & Moench, Emanuel & Holthausen, Cornelia & Weber, Pierre-François & Ferrucci, Gianluigi & Setzer, Ralph & Adao, Bernardino & Dées, Stéphane & Alogoskoufis, Spyros & Téllez, Mar Delgad, 2021. "Climate change and monetary policy in the euro area," Occasional Paper Series 271, European Central Bank.
  35. Michael Barnett, 2024. "A Run on Fossil Fuel? Climate Change and Transition Risk," Papers 2410.00902, arXiv.org.
  36. repec:ces:ceswps:_8625 is not listed on IDEAS
  37. Lea Gogová & Juraj Hledik & Ján Klacso, 2025. "Exploring the exposure of Slovak banks’ corporate loan portfolio to flood risk," Working and Discussion Papers WP 15/2025, Research Department, National Bank of Slovakia.
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