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DTSTART;TZID=Europe/Helsinki:20240523T112000
DTEND;TZID=Europe/Helsinki:20240523T121000
DTSTAMP:20260710T185141
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SUMMARY:Chiara Colesanti (University of Zurich - LSE\, Grantham Institute)  "A study of nature risk pricing"
DESCRIPTION:Quantitative Sustainable Economics and Finance \nTime: 11.20 am\nDate: 23th of May 2024\nRoom 3005 \nChiara Colesanti (University of Zurich – LSE\, Grantham Institute) “A study of nature risk pricing” \nAbstract :We introduce a novel dataset provided by S&P Global that contains company-level information on nature dependence and nature impact. Based on these metrics we construct nature and climate factors. To test whether these factors earn a risk premium\, we rely on a factor-mimicking portfolio approach. We show that whether investors require a premia depends on the specific nature and climate risk considered\, which stressed the importance of using granular information when looking at these risks. \nOrganizers:\n\nPeter TANKOV (CREST) \nSponsors:\nCREST \n
URL:https://crest.science/event/chiara-colesanti-t-b-a/
CATEGORIES:Finance-Insurance,Quantitative Sustainable Economics and Finance,Seminars
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