ASSET DIVERSIFICATION VERSUS CLIMATE ACTION

B-Tier
Journal: International Economic Review
Year: 2024
Volume: 65
Issue: 3
Pages: 1323-1355

Authors (3)

Christoph Hambel (not in RePEc) Holger Kraft (not in RePEc) Frederick van der Ploeg (Oxford University)

Score contribution per author:

0.670 = (α=2.01 / 3 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Asset pricing and climate policy are analyzed in a global economy where consumption goods are produced by both a green and a carbon‐intensive sector. Given that the economy is initially heavily dependent on carbon‐intensive capital, the desire to diversify assets complements the attempt to mitigate economic damages from climate change. In the longer run, however, a trade‐off between diversification and climate action emerges. We derive the optimal carbon price and the equilibrium risk‐free rate, and risk premia. Climate disasters significantly decrease the risk‐free rate but increase risk premia on financial assets, especially if no climate policy is implemented.

Technical Details

RePEc Handle
repec:wly:iecrev:v:65:y:2024:i:3:p:1323-1355
Journal Field
General
Author Count
3
Added to Database
2026-01-29