Carbon Tail Risk

Selected data from my paper with Zacharias Sautner and Grigory Vilkov published in the RFS can be downloaded here.

If you use these data for your research, please cite our paper:

Ilhan, Emirhan, Zacharias Sautner, and Grigory Vilkov, 2021, Carbon Tail Risk, Review of Financial Studies, 34(3), 1540-1571.