by Antoine Mandel | Apr 30, 2025 | Bookmark, Macro-financial impacts of climate risks and climate policies, References
Dunz, N., Mazzocchetti, A., Monasterolo, I., Essenfelder, A., Raberto, M. (2023). Compounding COVID-19 and climate risks: the interplay of banks’ lending and government’s policy in the shock recovery. Journal of Banking and Finance, 106303.
by Antoine Mandel | Apr 30, 2025 | Bookmark, Macro-financial impacts of climate risks and climate policies, References
Monasterolo, I., Raberto, M (2018). The EIRIN flow-of-funds behavioral model of green fiscal policies and green sovereign bonds. Ecological Economics, 144, 228-243.
by Antoine Mandel | Apr 30, 2025 | Bookmark, Climate scenario-contingent financial valuation and credit risk, References
Battiston, S., Mandel, A., Monasterolo, I. and Roncoroni, A. (2023). Climate credit risk model: a structural approach. Working paper, available upon request.
by Antoine Mandel | Apr 30, 2025 | Bookmark, Climate stress-test, References
Battiston S. Monasterolo, I., Riahi, K., and van Rujiven, B. (2021). Accounting for finance is key for climate mitigation pathways. Science, 372(6545), 918-920.
by Antoine Mandel | Apr 30, 2019 | Bookmark, Climate scenario-contingent financial valuation and credit risk, References
Battiston, S., Jakubik, P., Monasterolo, ea. (2019). Climate risk assessment of sovereign bonds’ portfolio of European insurers. EIOPA Financial Stability Report, 2019.
by Antoine Mandel | Apr 30, 2019 | Bookmark, Climate stress-test, References
Battiston S., Mandel A, Monasterolo I., Schuetze F. & G. Visentin (2017). A Climate stress-test of the EU financial system. Nature Climate Change, 7, 283–288.
