Carbon Tail Risk
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Cites
The Importance of Climate Risks for Institutional Investors
Krueger, P., Sautner, Z., & Starks, L. T. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhz137 · Cited by 3,034 · see citing works
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The Importance of Climate Risks for Institutional Investors
Krueger, P., Sautner, Z., & Starks, L. T. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhz137 · Cited by 3,034 · see citing works
Self-citationSustainable investing in equilibrium
Pástor, Ľ., Stambaugh, R. F., & Taylor, L. A. (2021) · Journal of Financial Economics · doi:10.1016/j.jfineco.2020.12.011 · Cited by 2,226 · see citing works
Climate Change Concerns and the Performance of Green vs. Brown Stocks
Ardia, D., Bluteau, K., Boudt, K., & Inghelbrecht, K. (2023) · Management Science · doi:10.1287/mnsc.2022.4636 · Cited by 639 · see citing works
A review on ESG investing: Investors' expectations, beliefs and perceptions
Kräussl, R., Oladiran, T., & Stefanova, D. (2024) · Journal of Economic Surveys · doi:10.1111/joes.12599 · Cited by 175 · see citing works
- Authors
- Ilhan, E., Sautner, Z., & Vilkov, G.
- Affiliations
- University of Zurich (CH)
- Frankfurt School of Finance & Management (DE)
- Corresponding author
- Sautner, Zacharias
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2018
- Volume
- 34
- Issue
- 3
- Pages
- 1540-1571
- ISSN
- 0893-9454 (ISSN-L)
- 1556-5068
- OpenAlex
- W3121471843
- Cited by
- 1,136
- References
- 1
- Citations by year
- 2026: 292 · 2025: 279 · 2024: 202 · 2023: 152 · 2022: 105 · 2021: 58 · 2020: 28 · 2019: 12 · 2018: 6 · 2017: 1 · 2016: 1
- FWCI
- 39.53
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Locations
- Review of Financial Studies (publishedVersion)
- SSRN Electronic Journal (publishedVersion)
- Zurich Open Repository and Archive (University of Zurich) (acceptedVersion, other-oa)
- RePEc: Research Papers in Economics (submittedVersion)
- Zurich Open Repository and Archive (University of Zurich) (submittedVersion, other-oa)
- Zurich Open Repository and Archive (University of Zurich)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Climate Change Policy and Economics
- Social Sciences › Economics, Econometrics and Finance › Finance › Sustainable Finance and Green Bonds
- Social Sciences › Economics, Econometrics and Finance › Finance › Stochastic processes and financial applications
- Keywords
- climate policy uncertainty, carbon-intensive firms, options market, downside risk protection, climate change skepticism, Trump administration, carbon pricing
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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