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The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
In this study, we investigate whether firms' emissions is causally linked to the presence of a carbon premium in a panel of 141 firms listed in the S\&P500 index using fixed-effects analysis, with propensity score weighting to control for selection bias in which firms increase their emissions.
Single Event Transition Risk: A Measure for Long Term Carbon Exposure
In this article, we define the Single Event Transition Risk (SETR) and illustrate how it can be used to approximate the magnitude of the total exposure of the price of a share to low-carbon transition.
Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach
In particular, the order of the former model, is taken to be the delay, in the response of the industry, to the market information.
