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Working Paper
Working Paper 3.01.2022 Portfolio Construction with Climate Risk Measures

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 important topic and challenge for asset owners and managers now and will remain so over the next five years.

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Working Paper 9.12.2021 The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect

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 2014 on the relevance of ESG.

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Working Paper 3.06.2021 Measuring and Pricing Cyclone-Related Physical Risk under Changing Climate

We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.

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Working Paper 22.02.2021 Tracking ECB’s Communication: Perspectives and Implications for Financial Markets
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This article assesses the communication of the European Central Bank (ECB) using Natural Language Processing (NLP) techniques.

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Working Paper
Working Paper 26.01.2021 The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
91

Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.

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Working Paper 2.11.2020 Corporate ESG News and The Stock Market
105

Corporate ESG News and The Stock Market

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Working Paper 26.08.2020 Measuring and Managing Carbon Risk in Investment Portfolios
84

This article studies the impact of carbon risk on stock pricing.

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Working Paper 28.05.2020 Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring
30

2°C alignment has become a major issue for climate-aware portfolio management.

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Working Paper 7.04.2020 Credit Risk Sensitivity to Carbon Price
15

In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.

More > 10 minutes
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