SSRNML & AI Methods
Jump-Diffusion Model for Climate Risk Assessment
A stochastic asset pricing model assesses climate risk at the firm level, examining the impact of climate-related risk factors on stock return volatility and market return correlations.
Featured in No. 10 on 2 Aug 2023 ·
- Released
- 16 Mar 2023
- First featured
- No. 10 · 2 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 78
- Identifier
- SSRN 4523784
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).