A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
A successful response to climate change needs vast investments in low-carbon research, energy, and sustainable development. Governments can drive research, provide environmental regulation, and accelerate global development, but the necessary low-carbon investments of 2-3% GDP have yet to materialise. A new strategy to…
Study models risks for low-carbon economy in Balkan countries, focusing on shadow economy and populism.
Defines SETR to measure carbon transition risk for investors.
A new model selects low-carbon mutual funds considering ESG criteria, risk, and investor preferences.
Scaling relations, such as the IPAT equation and the Kaya identity, are useful for quickly gauging the scale of economic, technological, and demographic changes required to reduce environmental impacts and pressures; in the case of the Kaya identity, the environmental pressure is greenhouse gas emissions. However, when…
Paper introduces TtT, market-implied transition time, from greenium term structure.
The challenges for non-intrusive methods for Polynomial Chaos modeling lie in the computational efficiency and accuracy under a limited number of model simulations. These challenges can be addressed by enforcing sparsity in the series representation through retaining only the most important basis terms. In this work, w…
Study measures investment funds' climate transition risk, finds moderate losses.
The paper proposes a new method for probabilistic load forecasting using Bernstein-Polynomial Normalizing Flows.
Conventional economic analysis of stringent climate change mitigation policy generally concludes various levels of economic slowdown as a result of substantial spending on low carbon technology. Equilibrium economics however could not explain or predict the current economic crisis, which is of financial nature. Meanwhi…
Paper models transition risk using jump-diffusion model to price credit swaps.
Challenge forecasts EV charging station usage accurately.
Locational Marginal Pricing aims to free UK power markets.
Due to the threat of climate change, a transition from a fossil-fuel based system to one based on zero-carbon is required. However, this is not as simple as instantaneously closing down all fossil fuel energy generation and replacing them with renewable sources -- careful decisions need to be taken to ensure rapid but …
One major hurdle in the road toward a low carbon economy is the present entanglement of developed economies with oil. This tight relationship is mirrored in the correlation between most of economic indicators with oil price. This paper addresses the role of oil compared to the other three main energy commodities -coal,…
This study analyzes how carbon pricing affects credit risk measures in a portfolio.