Climate Finance

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
Are Investors Paying to be Green? Evidence from Mutual Funds
We study how investors' preferences for green investments drive mutual fund allocation decisions and how mutual fund managers respond …
Joop Huij, Dries Laurs, Philip Stork, Remco C.J. Zwinkels
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Are Investors Paying to be Green? Evidence from Mutual Funds
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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