Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach

Giovanna Bua; Daniel Kapp; Federico Ramella; Lavinia Rognone

doi:10.2139/ssrn.4154034

Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach

Giovanna Bua, Daniel Kapp, Federico Ramella, Lavinia Rognone

Research output: Working paper

Original language	English
Number of pages	46
DOIs	https://doi.org/10.2139/ssrn.4154034
Publication status	Published - 5 Jul 2022

Publication series

Name	ECB Working Paper
No.	2022/2677

Keywords / Materials (for Non-textual outputs)

climate risk premia
physical risk
text analysis
transition risk

Access to Document

10.2139/ssrn.4154034

Transition versus physical climate risk pricing in European financial markets: A text-based approach
Bua, G., Kapp, D., Ramella, F. & Rognone, L. (Lead Author), 2024, In: The European Journal of Finance. 30, 17, p. 2076-2110
Research output: Contribution to journal › Article › peer-review

Open Access
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Cite this

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title = "Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach",

keywords = "climate risk premia, physical risk, text analysis, transition risk",

author = "Giovanna Bua and Daniel Kapp and Federico Ramella and Lavinia Rognone",

year = "2022",

month = jul,

day = "5",

doi = "10.2139/ssrn.4154034",

language = "English",

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TY - UNPB

T1 - Transition Versus Physical Climate Risk Pricing in European Financial Markets

T2 - A Text-Based Approach

AU - Bua, Giovanna

AU - Kapp, Daniel

AU - Ramella, Federico

AU - Rognone, Lavinia

PY - 2022/7/5

Y1 - 2022/7/5

KW - climate risk premia

KW - physical risk

KW - text analysis

KW - transition risk

U2 - 10.2139/ssrn.4154034

DO - 10.2139/ssrn.4154034

M3 - Working paper

T3 - ECB Working Paper

BT - Transition Versus Physical Climate Risk Pricing in European Financial Markets

ER -

Transition Versus Physical Climate Risk Pricing in European Financial Markets: A Text-Based Approach

Publication series

Keywords / Materials (for Non-textual outputs)

Access to Document

Research output

Transition versus physical climate risk pricing in European financial markets: A text-based approach

Cite this