A5019781731- Climate Change Policy and Economics
- Market Dynamics and Volatility
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Agricultural risk and resilience
- Sustainable Finance and Green Bonds
State Street (United States)
2021
We analyze how the use of different climate risk measures leads to portfolio carbon outcomes and risk-adjusted returns. Our findings are synthesized in a rules-based investment framework, which selects type metric across industries weighs based on variability among firms within each industry. conclude that analyzing merits applicability various data can help investors manage while increasing
Using measures of physical risk from climate change, we develop a methodology to allocate currency pairs according country’s vulnerability and construct portfolios with decreasing risk. We show that non-G10 currencies are more vulnerable risk, have become less over time, the measure is correlated higher losses natural disasters. Portfolios exposed exhibited positive abnormal returns, return coming relatively high levels vulnerability. These results exist in currencies, while no relation...
Using measures of physical risk from climate change, we develop a methodology to allocate currency pairs according country’s vulnerability change and construct portfolios with decreasing risk. We show that non-G10 currencies are more vulnerable risk, have become less over time, the measure is correlated higher losses natural disasters. Portfolios exposed exhibited positive abnormal returns, return coming relatively high levels vulnerability. These results exist in currencies, while no...
We analyze how the use of different climate risk measures leads to portfolio carbon outcomes and risk-adjusted returns. Our findings are synthesized in a rules-based investment framework, which selects type metric across industries weighs based on variability among firms within each industry. conclude that analyzing merits applicability various data can help investors manage while increasing