Premium Vector Biodiversity Focusing on biodiversity risks, we perform an empirical asset pricing analysis and document three main results. Our results highlight the existence of a biodiversity risk premium on expected returns, in the us, in the sectors most exposed to the double materiality of biodiversity risks.
Premium Vector Biodiversity This paper introduces a new measure of a firm’s negative impact on biodiversity, the corporate biodiversity footprint, and studies whether it is priced in an international sample of stocks. Explore how biodiversity risks impact asset pricing: key findings show distinct factor dynamics, risk premiums, and increasing market. Focusing on biodiversity risks, we perform an empirical asset pricing analysis and document three main results. Abstract focusing on biodiversity risks, we perform an empirical asset pricing analysis and document three main results.
Premium Vector Biodiversity Focusing on biodiversity risks, we perform an empirical asset pricing analysis and document three main results. Abstract focusing on biodiversity risks, we perform an empirical asset pricing analysis and document three main results. The paper investigates the financial implications of biodiversity risks through an empirical asset pricing analysis, revealing that low biodiversity intensity assets yield higher realized returns and exhibit a negative risk premium on expected returns, particularly in sectors highly exposed to biodiversity risks. This paper introduces a new measure of a firm’s negative impact on biodiversity, the corporate biodiversity footprint, and studies whether it is priced in an international sample of stocks. Marco fondevila, trends in private sector engagement with biodiversity: eu listed companies’ disclosure and indicators, ecol. econom., № 210 doi: 10.1016 j.ecolecon.2023.107864. Keywords biodiversity risk asset pricing sustainable finance references cited this publication has 25 references indexed in scilit: trends in private sector engagement with biodiversity: eu listed companies' disclosure and indicators ecological economics, 2023 dissecting green returns journal of financial economics, 2022.
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