Hedging Climate Change News
收藏NBER2019-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w25734
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资源简介：
We propose and implement a procedure to dynamically hedge climate change risk. To create our hedge target, we extract innovations from climate news series that we construct through textual analysis of high-dimensional data on newspaper coverage of climate change. We then use a mimicking portfolio
提供机构：
美国国家经济研究局
创建时间：
2019-04-01
