International Climate News

We thank Elena Carletti, Anna Pavlova, Lars Hansen, Monika Piazzesi and Marcin Kacperczyk for useful feedback on the paper, as well as our discussants Zhengyang Jiang, Juri Marcucci, Zhe Geng, Jinfei Sheng, Yasmine Van der Straten, Cristina Angelico, and Alminas Žaldokas. We also thank seminar participants at the NBER SI IFM meeting, the EFA, the LUISS Finance conference, the SED, the Econometrics Society Meetings (Asia), ECONDAT Banca d’Italia, the European Commission, the CFRN Young Finance Scholars Meeting, the CICF, the Workshop on AI in Finance and Digital Economy at HKUST (Guangzhou), the International Finance Society Conference, Boston University, University of Virginia, Shanghai Jiao Tong University, and Peking University. The views expressed herein are those of the authors and do not necessarily reflect the views of the National Bureau of Economic Research.

• Data for the paper