Essays about: "Moritz Neuber"

Found 1 essay containing the words Moritz Neuber.

  1. 1. Rising Heat, Rising Risk: The Effect of Greenhouse Gas Emissions on Downside Tail Risk

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Moritz Neuber; Fabrice Van Lancker; [2023]
    Keywords : Climate Risk; Downside Risk; GHG Emissions; Tail Risk; Sustainable Finance;

    Abstract : Regulatory and societal attention to environmental pollution is increasing, and greenhouse gas (GHG) emissions are becoming a potential risk factor for investors. This paper uses panel data from S\&P 500 firms between 2015 and 2022 to investigate the link between GHG emissions and downside tail risk. READ MORE