3 papers
q-fin.PR2024
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
Namasi G. Sankar, Suryadeepto Nag, Siddhartha P. Chakrabarty +1
In the context of whether investors are aware of carbon-related risks, it is often hypothesized that there may be a carbon premium in the value of stocks of firms, conferring an ab…
q-fin.RM2021
Single Event Transition Risk: A Measure for Long Term Carbon Exposure
Suryadeepto Nag, Siddhartha P. Chakrabarty, Sankarshan Basu
Although there is a growing consensus that a low-carbon transition will be necessary to mitigate the accelerated climate change, the magnitude of transition-risk for investors is d…
q-fin.TR2020
Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach
Suryadeepto Nag, Sankarshan Basu, Siddhartha P. Chakrabarty
A Higher Order Markovian (HOM) model to capture the dynamics of commodity prices is proposed as an alternative to a Markovian model. In particular, the order of the former model, i…