Irene Monasterolo

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

Vienna University of Economics and Business

Assistant Professor of Climate economics and finance

Welthandelsplatz 1

Vienna, Wien 1020

Austria

SCHOLARLY PAPERS

15

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SSRN CITATIONS
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SSRN RANKINGS

Top 13,742

in Total Papers Citations

57

CROSSREF CITATIONS

15

Scholarly Papers (15)

1.

A Climate Stress-Test of the Financial System

Number of pages: 27 Posted: 03 Feb 2016 Last Revised: 12 Jul 2016
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne, Boston University, Global Climate Forum and University of Zurich - Department of Banking and Finance
Downloads 1,480 (12,949)
Citation 35

Abstract:

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climate stress-test, climate policy risk, decarbonization, stress-test, stranded assets, carbon risk, climate-sensitive sectors

2.

A Climate Risk Assessment of Sovereign Bonds

Number of pages: 44 Posted: 07 May 2019 Last Revised: 24 Mar 2020
Stefano Battiston and Irene Monasterolo
University of Zurich - Department of Banking and Finance and Boston University
Downloads 336 (95,957)
Citation 3

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Climate transition risk, financial pricing models, deep uncertainty, sovereign bonds, climate spread, prudential regulation

3.

Climate Change and the Financial System

Number of pages: 24 Posted: 12 Nov 2019 Last Revised: 13 Jan 2020
Irene Monasterolo
Boston University
Downloads 320 (101,322)

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Climate risks, financial risk, carbon stranded assets, financial stability, climate policies, Climate Value at Risk, Climate Spread, Climate Stress-test

4.

A Hybrid System Dynamics – Agent Based Model to Assess the Role of Green Fiscal and Monetary Policies

Number of pages: 22 Posted: 17 Mar 2016
Irene Monasterolo and Marco Raberto
Boston University and Università degli Studi di Genova - DIME - Department of Mechanics, Energetics, Management and Transportation
Downloads 292 (111,948)
Citation 6

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System Dynamics, Agent Based Model, green fiscal policies, green bonds, stock-flow consistency, endogenous money

5.

CLIMAFIN Handbook: Pricing Forward-Looking Climate Risks Under Uncertainty

Number of pages: 31 Posted: 08 Nov 2019
Stefano Battiston, Antoine Mandel and Irene Monasterolo
University of Zurich - Department of Banking and Finance, Université Paris I Panthéon-Sorbonne and Boston University
Downloads 253 (129,673)
Citation 1

Abstract:

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CLIMAFIN, forward-looking climate transition risk, climate deep uncertainty, financial contracts, financial pricing models, Climate Spread, Climate Value at Risk, Climate Stress-test

6.

Blind to Carbon Risk? An Analysis of Stock Market’s Reaction to the Paris Agreement

Number of pages: 19 Posted: 27 Dec 2018 Last Revised: 29 Oct 2019
Irene Monasterolo and Luca De Angelis
Boston University and University of Bologna - Department of Economics
Downloads 239 (137,260)
Citation 5

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asset pricing, Paris Agreement announcement, low-carbon indices, carbon-intensive indices, systematic risk, Markowitz’s portfolio optimization, market model, Fama-French five-factor model, risk-adjusted return, stranded assets

7.

A Financial Macro-Network Approach to Climate Policy Evaluation

Number of pages: 57 Posted: 21 Nov 2017 Last Revised: 18 Apr 2018
Veronika Stolbova, Irene Monasterolo and Stefano Battiston
University of Zurich, Department of Banking and Finance, Boston University and University of Zurich - Department of Banking and Finance
Downloads 208 (156,797)
Citation 5

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financial networks, feedback loops, climate policies, shock transmission channels, indirect effects, low-carbon transition

8.

Don’t Forget Climate Sentiments: Real and Financial Markets’ Reactions to Climate Risks

Number of pages: 24 Posted: 02 Nov 2018
Nepomuk Dunz, Irene Monasterolo and Marco Raberto
WU Vienna, Boston University and Università degli Studi di Genova - DIME - Department of Mechanics, Energetics, Management and Transportation
Downloads 137 (225,066)
Citation 1

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climate physical risk, climate transition risk, climate sentiments, investors’ expectations, green finance, financial regulation

9.

Is There a Role for Central Banks in the Low-Carbon Transition? A Stock-Flow Consistent Modelling Approach

Number of pages: 32 Posted: 27 Nov 2017
Irene Monasterolo and Marco Raberto
Boston University and Università degli Studi di Genova - DIME - Department of Mechanics, Energetics, Management and Transportation
Downloads 135 (227,620)
Citation 3

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central banks, green Quantitative Easing, green sovereign bonds, Stock-Flows Consistency, financial stability, inequality

10.

Climate-Finance and Climate Transition Risk: An Assessment of China's Overseas Energy Investments Portfolio

Number of pages: 27 Posted: 18 Apr 2018
Irene Monasterolo, Jiani I. Zheng and Stefano Battiston
Boston University, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 120 (249,070)
Citation 1

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Overseas Energy Fi nance, Climate Transition Risk, Climate Policy Scenarios, Climate Stress-Test, Climate VaR, Climate- Finance

11.

Vulnerable Yet Relevant: The Two Dimensions of Climate-Related Financial Disclosure

Number of pages: 10 Posted: 23 May 2017
Irene Monasterolo, Stefano Battiston, Anthony Janetos and Zoey Zheng
Boston University, University of Zurich - Department of Banking and Finance, Boston University and Boston University
Downloads 117 (253,711)
Citation 7

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GHG exposure index, GHG holding index, market-based solutions, climate change, climate-risk disclosure

12.

The Climate Target Gap Is Widening. Can We Close It by Including Climate Finance in SSPs?

Number of pages: 5 Posted: 05 Nov 2018 Last Revised: 06 Jun 2019
Stefano Battiston and Irene Monasterolo
University of Zurich - Department of Banking and Finance and Boston University
Downloads 96 (290,811)
Citation 3

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Climate Finance, Climate Change, Socio-Economic Shared Pathways, Integrated Assessment Model, Climate Finance Risk Metrics

13.

Climate Transition Risk, Climate Sentiments, and Financial Stability in a Stock-Flow Consistent Approach

Number of pages: 65 Posted: 06 Apr 2020
Nepomuk Dunz, Asjad Naqvi and Irene Monasterolo
WU Vienna, Vienna University of Economics and Business and Boston University
Downloads 21 (549,827)

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Climate sentiments, climate transition risk, credit market, green supporting factor, carbon tax, financial stability, Stock-Flow Consistent modelling

14.

Climate Transition Risk and Development Finance: A Carbon Risk Assessment of China's Overseas Energy Portfolios

China & World Economy, Vol. 26, Issue 6, pp. 116-142, 2018
Number of pages: 27 Posted: 15 Nov 2018
Irene Monasterolo, Jiani I. Zheng and Stefano Battiston
Boston University, University of Zurich - Department of Banking and Finance and University of Zurich - Department of Banking and Finance
Downloads 0 (710,023)
Citation 1
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climate‐finance, climate policy scenarios, climate stress‐test, climate transition risk, climate VaR, energy infrastructure loans

15.

Fossil Fuels versus Green Subsidies: A Stock-Flows Consistent Model of Public Policies for the Low-Carbon Transition

Posted: 08 Jun 2017
Irene Monasterolo and Marco Raberto
Boston University and Università degli Studi di Genova - DIME - Department of Mechanics, Energetics, Management and Transportation

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Flow-fund behavioural model, Stock-Flow Consistency, fossil fuels subsidies, green fiscal measures, green sovereign bonds, distributive effects