GEOVOL is a measure that captures the common variation in the innovation of volatility of assets. It has been monitored and measured by using the daily closing prices of up to 47 country ETFs.
CRISK is the expected capital shortfalls under climate stress risk. It is computed by calculating climate betas for large global banks, this is meant to capture the sensitivity of the equity prices of the existence of the excess returns of stranded asset portfolios.
Key learning objectives:
Understand the concept of GEOVOL
Understand the concept of CRISK
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