Lilli, Roberto (A.A. 2024/2025) Do extreme weather events affect stocks returns? Introducing a new indicator to price physical climate risk. Tesi di Laurea in Advanced corporate finance, Luiss Guido Carli, relatore Raffaele Oriani, pp. 57. [Master's Degree Thesis]

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Abstract/Index

Theory and existing literature review. From the capital asset pricing model to the Fama-French three factor model: the evolution of the model for estimating the cost of capital. Asset pricing models applied to climate risk: theories, empirical evidence and implications for corporate finance. The transition risk: empirical evidence and financial implications. Analysis of extreme weather events: historical trends, impacts and the role of the media. Extreme weather events. Analysis of meteorological data. Extreme weather events and media communication. Description of the dataset and statistical methodologies adopted. Key questions and description of the dataset. Data analysis methodology. Description of results.

References

Bibliografia: pp. 54-55.

Thesis Type:	Master's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Master's Degree Programs > Master's Degree program in Corporate Finance, English language (LM-77)
Chair:	Advanced corporate finance
Thesis Supervisor:	Oriani, Raffaele
Thesis Co-Supervisor:	Vulpiani, Marco
Academic Year:	2024/2025
Session:	Autumn
Deposited by:	Alessandro Perfetti
Date Deposited:	25 Mar 2026 13:41
Last Modified:	25 Mar 2026 13:41
URI:	https://tesi.luiss.it/id/eprint/45228

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