Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.),...

In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.

The emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.

This paper investigates the possible impact of ESG Risk when incorporated into front office driven Fundamental Market Risk Measurement approaches.

We ask how the ESG performance of firms affects the asset allocation of a large sample of French employees between their employer’s stock and alternative...

This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...

Climate risk is the biggest challenge humanity has to face in the 21st century, affecting both the biosphere and the economic paradigm that currently...

The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...

To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.

This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...

In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.

Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most...

In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular...

The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.

In this paper, we propose a new method to estimate nonfundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded...