Climate uncertainty and carbon emissions prices: the relative roles of transition and physical climate risks

DOI10.1016/J.ECONLET.2022.110687zbMath1494.91110OpenAlexW4283464919WikidataQ114185948 ScholiaQ114185948MaRDI QIDQ2159842

Rangan Gupta, Riza Demirer, Serda Selin Ozturk

Publication date: 2 August 2022

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2022.110687

zbMATH Keywords

stochastic volatilityclimate riskcarbon prices

Mathematics Subject Classification ID

Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

• Efficient high-dimensional importance sampling
• Hedging climate risks with green assets
• 10.1162/jmlr.2003.3.4-5.993
• Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models

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