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From:
MSCI Sustainability Institute
(Uncensored)
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Evaluating the predictive power of Climate VaR on historical returns
https://www.msci-institute.com/education/evaluating-the-predictive-power-of-climate-var-on-historical-returns/
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This study aims to assess the potential of Climate Value-at-Risk (Climate VaR) to serve as an early warning indicator for the movement of asset prices.
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