Journal Publications
Forthcoming Publications
Harnessing AI to assess corporate adaptation plans on alignment with climate adaptation and resilience goals Environmental Research Communications.
Published Papers in Academic Journals
ZORA Publication List
Publications
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2025
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Using AI to assess the decision-usefulness of corporates’ nature-related disclosures Environmental Research Communications, 7(11), 115006. https://doi.org/10.1088/2515-7620/ae1357
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Firm-Level Green Innovation Beyond Patents Review of Finance, rfaf058. https://doi.org/10.1093/rof/rfaf058
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Automated fact-checking of climate claims with large language models npj Climate Action, 4(1):17.
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Using AI to assess corporate climate transition disclosures Environmental Research, 7(2):021010.
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2024
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Technical patterns and news sentiment in stock markets Journal of Finance and Data Science, 10:100145.
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Integrating artificial intelligence with expert knowledge in global environmental assessments: opportunities, challenges and the way ahead Regional Environmental Change, 24(3):121.
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How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk Journal of Banking and Finance, 164:107191.
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Sustainable finance literacy and the determinants of sustainable investing Journal of Banking and Finance, 163:107167.
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Nonstandard Errors Journal of Finance, 79(3):2339-2390.
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Bridging the gap in ESG measurement: Using NLP to quantify environmental, social, and governance communication Finance Research Letters, 61:104979.
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Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure Journal of Financial Econometrics, 22(1):30-69.
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2023
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ChatClimate: Grounding conversational AI in climate science Communications Earth & Environment, 4:480.
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Mixed-Frequency Predictive Regressions Journal of Forecasting, 42(8):1955-1972.
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Sentiment spin: Attacking financial sentiment with GPT-3 Finance Research Letters, 55(B):103957.
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Thus spoke GPT-3: Interviewing a large-language model on climate finance Finance Research Letters, 53:103617.
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Trend and Reversal of Idiosyncratic Volatility Revisited Critical Finance Review, 12(1-4):171-202.
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2022
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Subsampled Factor Models for Asset Pricing: The Rise of Vasa Journal of Forecasting, 41(6):1217-1247.
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Machine-Learning in the Chinese Factor Zoo Journal of Financial Economics, 145(2):64-82.
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Economic Policy Uncertainty and the Yield Curve Review of Finance, 26(4):751-797.
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Cheap talk and cherry-picking: What climatebert has to say on corporate climate risk disclosures Finance Research Letters, 47:102776.
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