13:00
14:00
15:00
16:00
17:00
18:00
19:00
20:00
21:00
22:00
13:00 - 13:50 (50min)
Welcome Coffee (and security checks at entrance)
13:50 - 14:00 (10min)
Welcome - Introduction to the conference by Olivier Garnier
Auditorium - Banque de France
14:00 - 15:45 (1h45)
Session "Risk and environmental concerns"
Auditorium - Banque de France
Stéphane Dees (Banque de France)
› Policy Transition Risk, Carbon Premiums, and Asset Prices
- Rick Van der Ploeg, Frankfurt University of Applied Sciences
14:00-14:35 (35min)
› Pricing Climate Risk
- Christian Traeger, University of Oslo
14:35-15:10 (35min)
› Emission Impossible: Balancing Environmental Concerns and Inflation
- Luca Taschini, University of Edinburgh Business Scholl
15:10-15:45 (35min)
15:45 - 16:15 (30min)
Coffee break and drinks: poster & networking
Salle de Restauration - Banque de France
16:15 - 17:45 (1h30)
Flash Talks
Salle 1 - Banque de France
Gauthier Vermandel
› Economic growth and biodiversity: a sectoral model
- Loris ANDRÉ, Paris School of Economics
16:15-16:30 (15min)
› Pricing of green regulatory and technological risks
- Hélène Mathurin, ESSEC Business School
16:30-16:45 (15min)
› Climate physical Risk: A Firm Value Model Approach
- Michele Azzone, Dipartimento di Matematica [Politecnico Milano]
16:45-17:00 (15min)
› Meta-modelling paths of the DICE climate block using Neural Networks and Dirichlet polynomials
- Yushan LIU, Centre de Mathématiques Appliquées de l'Ecole polytechnique
17:00-17:15 (15min)
› Container or content : from flood hazards on firms' physical assets to credit risks
- Etienne De L'Estoile, Paris School of Economics, Paris 1 Pantheon Sorbonne
17:15-17:30 (15min)
› Asset management with an ESG mandate
- Davide Stocco, crest
17:30-17:45 (15min)
17:45 - 18:45 (1h)
Cocktail
Salle de Restauration - Banque de France
13:00 - 14:00 (1h)
Welcome Coffee (and security checks at entrance)
14:00 - 15:45 (1h45)
Session "Asset Pricing and Climate Risk"
Auditorium - Banque de France
Emmanuel Gobet (Ecole polytechnique)
› Real estate pricing and climate risk scenario generation using machine learning methods
- Natalie Packham, Institute foBerlin School of Economics and Lawr Statistics and Mathematic - Vienna
14:00-14:35 (35min)
› A Model for the Impact of Climate Transition on Real Estate Prices
- Jean-François Chassagneux, Paris Cite
14:35-15:10 (35min)
› Discounting the uncertain benefits of a mitigation project
- Aude Pommeret, Université Savoie Mont Blanc
15:10-15:45 (35min)
15:45 - 16:15 (30min)
Coffee break and drinks: poster & networking
Salle de Restauration - Banque de France
16:15 - 18:00 (1h45)
Session "Macro-climate"
Auditorium - Banque de France
Jean-Guillaume Sahuc (Banque de France)
› Climate Policies, Labor Markets, and Macroeconomic Outcomes in Emerging Economies
- Victoria Nuger, ITAM
16:15-16:50 (35min)
› Macroeconomic effects of carbon pricing: The role of bank credit
- Givi Melkadze, GSU
16:50-17:25 (35min)
› Transfers or Subsidies? Comparing Mitigation Strategies for Energy Price Shocks in a Production Network Model
- Nicolai Stahler, Bundesbank
17:25-18:00 (35min)
19:30 - 22:00 (2h30)
Conference dinner for presenters
13:00 - 14:00 (1h)
Welcome Coffee (and security checks at entrance)
14:00 - 15:45 (1h45)
Session "Uncertainty"
Salle 1 - Banque de France
Gauthier Vermandel (Ecole polytechnique)
› The Cost of ESG Rating Uncertainty
- Elise Gourier, ESSEC
14:00-14:35 (35min)
› Climate Policy Uncertainty and Firms' and Investors' Behavior
- Antoine Dechezlepretre, OECD
14:35-15:10 (35min)
› Uncertainty Quantification in Portfolio Temperature Alignment - From Bridging Data Gaps to Application in Portfolio Optimization
- Martin Simon, Frankfurt University of Applied Sciences
15:10-15:45 (35min)
15:45 - 16:15 (30min)
Coffee break and drinks: posters & networking
Salle de Restauration - Banque de France
16:15 - 18:00 (1h45)
Session "Investment"
Salle 1 - Banque de France
Antoine Bezat (BNP Paribas)
› Random Carbon Tax Policy and Investment into Emission Abatement Technologies
- Rudiger Frey, Institute for Statistics and Mathematic - Vienna
16:15-16:50 (35min)
› Financially Constrained Carbon Management
- Francesca Zucchi, ECB
16:50-17:25 (35min)
› Energy Beyond Emissions: What Does the Carbon Disclosure Project Reveal?
- Anna Creti, University Dauphine
17:25-18:00 (35min)
