'I'm Stranded': Transition Risk Information in CDS and Options
The research uses CDS and put option prices to gauge the likelihood and impact of climate change policy-related transition risk events, creating a reliable CDS-based index.
Featured in No. 14 on 30 Aug 2023 · 6 days after release · 1 citation today
- Released
- 24 Aug 2023
- First featured
- No. 14 · 30 Aug 2023
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4551442
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).