张瑞申教授SSRN论文数据公开 | 公司层面气候变化暴露指数

公司层面气候变化暴露指数简介

一、数据简介

Firm-level Climate Change Exposure

• Contributors:Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang

• Date created: 2020-06-29 10:50 PM | Last Updated: 2021-10-08 05:02 PM

• Identifier:DOI 10.17605/OSF.IO/FD6JQ

• Description: We introduce a method that identifies firm-level climate change exposures from conversation in earnings conference calls of more than 10,000 firms from 34 countries between 2002 and 2020. The method captures exposures related to opportunity, physical, and regulatory shocks associated with climate change. The exposure measures exhibit cross-sectional and time-series variations which align with reasonable priors, and are better in capturing firm-level variation than carbon inten