Corporate Climate Risk: Measurements and Responses
Corporate Climate Risk: Measurements and Responses ArXiv ID: ssrn-3508497 “View on arXiv” Authors: Unknown Abstract This paper conducts a textual analysis of earnings call transcripts to quantify climate risk exposure at the firm level. We construct dictionaries that measure Keywords: Climate Risk, Textual Analysis, Earnings Calls, Environmental Exposure, Corporate Equities Complexity vs Empirical Score Math Complexity: 4.0/10 Empirical Rigor: 6.0/10 Quadrant: Street Traders Why: The research focuses on textual analysis and dictionary construction with relatively basic statistical measures, placing it in low-to-moderate math complexity. However, the use of earnings call transcripts, firm-level quantification, and likely implementation of text mining tools suggests a data-heavy, backtest-ready approach suited for practical trading or risk management. flowchart TD A["Research Goal<br>Quantify firm-level climate risk"] --> B["Data Source<br>Earnings Call Transcripts"] B --> C["Methodology<br>Textual Analysis & Dictionary Construction"] C --> D["Computational Process<br>Measure Risk Exposure Scores"] D --> E{"Key Outcomes"} E --> F["Climate Risk Quantified<br>at Firm Level"] E --> G["Discriminates between<br>Physical & Transition Risks"]