Carbon Risk

Pricing Pollution: Asset-Pricing Implications of the EU Emissions Trading System
We study how the EU Emissions Trading System (EU ETS) affects the stock prices of regulated firms. Using historically representative …
Joop Huij, Dries Laurs, Philip Stork, Remco C.J. Zwinkels
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Pricing Pollution: Asset-Pricing Implications of the EU Emissions Trading System
Carbon Beta: A Market-Based Measure of Climate Transition Risk Exposure
We propose an asset-level indicator of climate risk determined by the asset’s comovement with a carbon risk factor.
Joop Huij, Dries Laurs, Philip Stork, Remco C.J. Zwinkels
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Carbon Beta: A Market-Based Measure of Climate Transition Risk Exposure


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