---
title: 'I'm Stranded': Transition Risk Information in CDS and Options
url: https://www.ml-quant.com/papers/ssrn/4551442/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4551442
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4551442
featured: 2023-08-30
citations: 1
topic: Derivatives & Volatility
---


# '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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4551442
- Identifier: SSRN 4551442
- Released: 2023-08-24
- First featured: Quant Letter No. 14 (2023-08-30): https://www.ml-quant.com/issues/2023-08-30/
- Citations (Semantic Scholar): 1
- Published in: not yet
- Topic: Derivatives & Volatility

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