Construct · 1 fields · 1 citations

carbon tail risk: a standalone construct

One name. One construct. A landmark on the map.

● anchor · a standalone construct Nearest construct by meaning·not indexed
carbontail risk1 CONSTRUCTCarbon tail riskILHAN · SUSTAINABLE FINANCE

A single standalone construct; nearby constructs are located against it in the Collider. Tap a field for its definition, unit, and measures.

Sustainable finance

the extra protection against extreme downside moves that options investors demand on carbon-intensive firms because of climate policy uncertainty.

In sustainable finance, carbon tail risk refers to the extra protection against extreme downside moves that options investors demand on carbon-intensive firms because of climate policy uncertainty. This meaning comes from Ilhan (2020) in The Review of Financial Studies.[1]

Unit
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Nearby constructs

climate3 fields · 3 citationsjingle · one word, three constructsdemand4 fields · 4 citationsjingle · one word, four constructseconomic policy uncertainty1 fields · 1 citationsanchor · a standalone construct

References

  1. Ilhan, E., Sautner, Z., & Vilkov, G. (2020). Carbon Tail Risk. The Review of Financial Studies, 34(3), 1540-1571. https://doi.org/10.1093/rfs/hhaa071

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