Areas of focus:
Climate change and financing the transition to a lower carbon economy (inaugural)
… but the CSF will evolve to cover other topics within Sustainable Finance (green and blue financing, emerging impact investing, sustainability of retirement systems under current public finance and demographic trends, etc.)
Researchers:
Eva Schliephake: Research Area - Consumer Choice
Geraldo Cerqueiro: Research Area - Corporate Finance
José Faias: Research Area - Empirical Asset Pricing
Susana Campos: Research Area - Asset Pricing & Econometrics
Modelling Causality in Nonstationary Variances with an Application to Carbon Markets (Susana Campos-Martins with C. Amado) under review
Modelling time-varying volatility interactions (Susana Campos-Martins with C. Amado) under review
Responsible Investment and Responsible Consumption, (Eva Schliephake with Hendrik Hakenes)
Ongoing Projects
1. Carbon Markets and Asset Pricing in the International Market (José Faias)
2. On the dynamics of climate-driven global shocks (Susana Campos-Martins with D.F. Hendry)
“We propose a method based on common factors in financial volatilities that will be used to identify and measure the magnitude of shocks to financial markets at the global scale and driven by climate news.”
3. Your Carbon Footprint, Including Investments (Eva Schliephake)
“In this project, we aim to develop a consequentialist metric that directly links emissions to individual consumption and investment decisions. (…) This methodology empowers each household to assess its individual carbon footprint, factoring in the real repercussions of its choices while considering the interconnected responses of other households.”
4. Green Bosses (Geraldo Cerqueiro)
“How energy prices affect small firms’ green investment decisions using a novel longitudinal panel data survey covering manufacturing firms in Portugal.”
Article "Healthy Planet, Strong Capitalism" by António Baldaque da Silva, published in Observador (content in Portuguese)
Sustainable Finance and the Energy Transition
An Introduction to Carbon Markets
Letter: Green policies must aid agriculture, not damage it. Financial Times on September 24, 2020.
Article "Healthy Planet, Strong Capitalism" by António Baldaque da Silva, published in Observador (content in Portuguese)
Sustainable Finance and the Energy Transition
An Introduction to Carbon Markets
Letter: Green policies must aid agriculture, not damage it. Financial Times on September 24, 2020.