Climate Protection Gap: Evidences for Public Finances and Insurance Premiums, Mario Bellia, Francesca Erica Di Girolamo, Andrea Pagano and Marco Petracco Giudici (all, European Commission, Joint Research Centre, Ispra)

Back-testing Credit Risk Parameters on Low Default Portfolios: A Bayesian Approach with an Application to Sovereign Risk, Sergio Caprioli (Intesa Sanpaolo, Milan) and Riccardo Cogo (Intesa Sanpaolo, MIlan & University of Milano-Bicocca)

Climate Physical Risk, Transition Spillovers and Fiscal Stability: An Application to Barbados, Régis Gourdel (Ca’ Foscari University of Venice & Vienna University of Economics and Business) and Irene Monasterolo (EUtrecht University)

Global Corporate Default Risk Factors: Frailty and Spillover Effects, Yanru Lee (University of North Carolina at Chapel Hill)

The EU Taxonomy and Equity Markets, Laura Marinelli (Ca’ Foscari University of Venice) and Stefano Battiston (Ca’ Foscari University of Venice & University of Zurich)

Circular Economy, Non-financial Disclosure and Default Risk in European Companies, Claudio Zara and Luca Bellardini (both, Bocconi University)

Denoising ESG: Quantifying Data Uncertainty from Missing Data with Machine Learning and Prediction Intervals, Sergio Caprioli (Intesa Sanpaolo S.P.A., Milan), Jacopo Foschi (Intesa Sanpaolo S.P.A., Turin), Riccardo Crupi (Intesa Sanpaolo S.P.A., Turin), and Alessandro Sabatino (Intesa Sanpaolo S.P.A., Turin)

Everyone Wants an Electric Vehicle! Exploring the New Drivers of EV Adoption, Aoife Claire Fitzpatrick (SAFE & Goethe University Frankfurt)

Masters of Illusion: How Much do Banks Hide?, Roman Goncharenko (Central Bank of Ireland & KU Leuven), and Elizaveta Lukmanova (Central Bank of Ireland & KU Leuven)

Learning Production Process Heterogeneity: Implications of Machine Learning for Corporate M&A Decisions, Jongsub Lee (Seoul National University), and Hayong Yun (Michigan State University)

Fake News and Options Trading, Thorsten Lehnert (University of Luxembourg)

Are Sovereign Debts Sustainable under Energy Transition?, Veronica Mammetti (Sapienza University of Rome), Stavros A. Zenios (Durham University & University of Cyprus) and Giacomo Morelli (Sapienza University of Rome)

Bank Overdrafts, Inattention, and Household Financial Distress, Sjoerd van Bekkum (Erasmus University Rotterdam) and Haikun Zhu (China Europe International Business School)

The Artificial Intelligence Premium, Runfeng Yang (Ca’Foscari University of Venice), Yufeng Mao (University of Padova), Massimiliano Caporin (University of Padova) and Juan-Angel Jimenez-Martin (Universidad Complutense de Madrid)

Global Expectations in Macroeconomic Shocks, Yuhan Ye (Swiss Finance Institute & Università della Svizzera Italiana)

Tracking-based Green Portfolio Optimization, Diana Barro (Ca’ Foscari University of Venice), Marco Corazza (Ca’ Foscari University of Venice), and Gianni Filograsso (Ca’ Foscari University of Venice)

Returns and Determinants of Green Investments, Sergey S. Barabanov (University of St. Thomas, St. Paul)

Corporate Climate Postures, Thomas Cauthorn (University of Kassel), Samuel Drempetic (University of Kassel & the Steyler Ethik Bank), Andreas G.F. Hoepner (University College Dublin & the European Commission’s Platform for Sustainable Finance), Christian Klein (University of Kassel), and Adair Morse (University of California Berkeley & NBER)

Climate Policy with Unintended Consequences and Strategic Unawareness, Lorán Chollete (Jack Welch College of Business and Technology & the Unintended Consequences Lab) and Sharon Harrison (Barnard College & the Unintended Consequences Lab)

ESG Incidents and Fundraising in Private Equity, Teodor Duevski (HEC Paris), Chhavi Rastogi (World Bank Group), and Tianhao Yao (Singapore Management University)

Involuntary Disclosures through Climate Litigations: Impact on Investors and Corporate Policies, Alice Eliet-Doillet (Swiss Finance Institute & EPFL)

Scorched Finances: The Impact of Heatwaves on Household Credit in Europe, Aoife Claire Fitzpatrick (SAFE & Goethe University Frankfurt)

Mutual Funds’ Appetite for Sustainability in European Auto ABS, Carmelo Latino (Leibniz Institute for Financial Research SAFE, Frankfurt am Main), Loriana Pelizzon (Leibniz Institute for Financial Research SAFE, Frankfurt am Main, Ca’ Foscari University of Venice & CEPR), Max Riedel (Leibniz Institute for Financial Research SAFE, Frankfurt am Main) and Yue Wang (Leibniz Institute for Financial Research SAFE, Frankfurt am Main)

Desert Dust Storms: Insurability and Financial Solutions, Andreas Milidonis (University of Cyprus), Marina Solomou (University of Cyprus), Panayiotis Kouis (University of Cyprus) and Petros Mouzourides (University of Cyprus)

Market Concentration, Capital Misallocation, and Asset Pricing, Thu N.M. Nguyen (University of Amsterdam)

Is Energy Efficiency Credit Relevant?, Ludovic Thebault (European DataWarehouse) and Usman Jamil (European DataWarehouse)

Blame It on the Weather: Market Implied Weather Volatility and Firm Performance, Joon Woo Bae (Case Western Reserve University), Yoontae Jeon (McMaster University), Stephen Szaura (BI Norwegian Business School) and Virgilio Zurita (Baylor University)

On-site Poster Session

Over With Carbon? Investors' Reaction to the Paris Agreement and the US Withdrawal, Lucia Alessi (European Commission - Joint Research Centre, Ispra), Stefano Battiston (University of Zurich & Ca’ Foscari University of Venice) and Virmantas Kvedaras (European Commission - Joint Research Centre, Ispra)

A Sustainability Transition on the Move? Evidence Based on the Disconnect from Market Fundamentals, Lucia Alessi (European Commission - Joint Research Centre, Ispra), Dominik Hirschbühl (European Commission - Joint Research Centre, Ispra) and Alessandro Rossi (European Commission - Joint Research Centre, Ispra)

Bank Resolution, Regulatory Arbitrage, and Systemic Risk, Michela Altieri (Luiss Guido Carli, Rome) and Deyan Radev (Sofia University)

Liquidity Derivatives, Matteo Bagnara (Leibniz Institute for Financial Research SAFE, Frankfurt am Main) and Ruggero Jappelli (Leibniz Institute for Financial Research SAFE, Frankfurt am Main)

Public and Private Financing of Sustainable Development Goals (SDGs), Massimo Cingolani European Investment Bank

Surging Sovereign Spreads: The Impact of Coastal Flooding on Sovereign Risk, Atreya Dey (University of Edinburgh Business School)

The Double Materiality of Climate Physical and Transition Risks in the Euro Area, Régis Gourdel (Vienna University of Economics and Business), Irene Monasterolo (EDHEC Business School and EDHEC-Risk Climate Impact Institute (ERCII), Nice & Boston University), Nepomuk Dunz (World Bank, Washington D.C.), Andrea Mazzocchetti (Ca’ Foscari University of Venice) and Laura Parisi (European Central Bank, Frankfurt am Main)

ESG Risk Exposure: A Tale of Two Tails, Juan-Ángel Jiménez-Martín (Complutense University of Madrid), Runfeng Yang (Complutense University of Madrid) and Massimiliano Caporin (University of Padova)

Mutual Funds’ Fire Sales and the Real Economy: Evidence from Hurricanes, Roberto Tubaldi (BI Norwegian Business School, Oslo)

Volume Dynamics Around FOMC Announcements, Xingyu Sonya Zhu (Bank for International Settlements, Basel)

Online Poster Session 2022

Every Emission You Create–Every Dollar You’ll Donate: The Effect of Regulation-induced Pollution on Corporate Philanthropy, Seungho Choi (Queensland University of Technology, Brisbane), Raphael Jonghyeon Park (University of New South Wales, Sydney) and Simon Xu (University of California at Berkeley)

ESG in the Financial Industry: What Matters for Rating Analysts? Riccardo De Lisa (University of Cagliari, Oumaima Lahmar (University of Cagliari), Marco Mandas (University of Cagliari) and Luca Piras (University of Cagliari)

Green Versus Sustainable Loans: The Impact on Firms' ESG Performance, H. Özlem Dursun-de Neef (Goethe University Frankfurt), Steven Ongena (University of Zurich, Swiss Finance Institute, KU Leuven, NTNU Business School & CEPR) and Gergana Tsonkova (Goethe University Frankfurt)

It’s Not You, It’s Them: Industry Spillovers and Loan Portfolio Optimization, Juan Pablo Gorostiaga (IESE Business School, Barcelona)

The Role of Government Procurement in Corporate Environmental Policies, Wendi Huang (The University of Hong Kong)

Sovereign Default and International Trade: The Mitigating Effects of Export Credit Insurance, Thilo Kroeger (University of Copenhagen, EKF, & Kiel Centre for Globalization)

Bank Competition and Entrepreneurial Gaps: Evidence from Bank Deregulation, Xiang Li (Boston College)

Foreign Institutional Investors and Corporate Carbon Emissions: Evidence from China, Jingjing Wang (University of Liverpool)