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Climate Finance

Paper Session

Friday, Jan. 7, 2022 3:45 PM - 5:45 PM (EST)

Hosted By: American Finance Association
  • Chair: Marcin Kacperczyk, Imperial College London

Mitigating Disaster Risks in the Age of Climate Change

Harrison Hong
,
Columbia University
Neng Wang
,
Columbia University
Jinqiang Yang
,
Shanghai University of Finance and Economics

Abstract

Emissions control cannot address the consequences of global warming for weather disasters until decades later. We model regional-level mitigation, which reduces aggregate disaster risks to capital stock in the interim. Unexpected disaster arrivals increase belief regarding the adverse consequences of global warming and mitigation spending. Competitive markets underprovide such spending because of externalities. Capital taxes to fund mitigation restores first-best. We calibrate our model for seawalls that protect against Atlantic hurricanes. The optimal annual seawall tax is 1.3% of housing stock value. Welfare is 25% higher and coastal property prices are only 5% lower in the first-best compared to the competitive equilibrium because mitigation reduces aggregate risks.

Firm-Level Climate Change Exposure

Zacharias Sautner
,
Frankfurt School of Finance & Management
Laurence van Lent
,
Frankfurt School of Finance & Management
Grigory Vilkov
,
Frankfurt School of Finance & Management
Ruishen Zhang
,
Shanghai University of Finance and Economics

Abstract

We introduce a method that identifies climate change exposure from earnings conference calls of 10,158 firms from 34 countries. The method adapts a machine learning keyword discovery algorithm and captures exposures related to opportunity, physical, and regulatory shocks associated with climate change. The exposure measures exhibit cross-sectional and time-series variations that align with reasonable priors, and these measures are better at capturing firm-level variation than are carbon intensities or ratings. The exposure measures capture economic factors that prior work has identified as important correlates of climate change exposure. In recent years, exposure to regulatory shocks negatively correlates with firm valuations.

Socially Responsible Finance: How to Optimize Impact?

Augustin Landier
,
HEC Paris
Stefano Lovo
,
HEC Paris

Abstract

We consider a general equilibrium productive economy with negative externalities. Investors seek to maximize their pecuniary and non-pecuniary returns, entrepreneurs profits. We show that a socially responsible fund is able to raise assets and improve social welfare iff: (i) it commits to finance only firms that cap their emissions and (ii) capital allocation is subject to frictions. If investors care about impact, the fund should prioritize investments in companies with acute negative externalities and facing strong capital search friction. It can amplify its impact by imposing restrictions on the suppliers that the firms it finances can use. Investing in sectors that pollute little under laissez-faire has no impact.

Municipal Bond Insurance and Public Infrastructure: Evidence from Drinking Water

Ashwini Agrawal
,
London School of Economics
Daniel Kim
,
BI Norwegian Business School

Abstract

Although bond insurance intermediaries are frequently relied upon by local governments for external financing, there is significant debate about the value that bond insurers provide. In this paper, we study U.S. drinking water to estimate the real effects of bond insurance on public infrastructure. We show that exogenous reductions in municipalities' access to bond insurance cause local governments to face higher borrowing costs, reduce external bond issuance, decrease investment in water infrastructure, and experience greater drinking water pollution. The evidence supports the view that well-functioning insurance markets for municipal debt have significant real effects on public infrastructure.

Discussant(s)
Stefano Giglio
,
Yale University
Bryan Kelly
,
Yale University
Lubos Pastor
,
University of Chicago
Jess Cornaggia
,
Pennsylvania State University
JEL Classifications
  • G1 - Asset Markets and Pricing