Discovery Projects - Grant ID: DP220103106

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP220103106

Funding Status
Active

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Funded Activity Summary

Can green investors drive the transition to a low emissions economy? The project aims to develop a game-theoretical approach to model the impact of climate change on financial markets by studying the interactions between the government, companies and investors. Expected outcomes include novel solution concepts for stochastic games with heterogeneous beliefs, asymmetric information, and model uncertainty, as well as optimal investment and production strategies under climate driven economic transitions. Results will be used to validate and improve the recently launched Australian based climate transition index. The project should yield significant benefits for the financial industry and investors by providing novel insights into financial risks during the transition to a low emissions economy.

Funded Activity Details

Start Date: 16-05-2022

End Date: 15-05-2025

Funding Scheme: Discovery Projects

Funding Amount: $390,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Financial Mathematics | Stochastic Analysis and Modelling | Statistics |

ANZSRC Socio-Economic Objective (SEO)

Expanding Knowledge in Economics | Finance Services | Expanding Knowledge in the Mathematical Sciences

Other Keywords

Expanding Knowledge in Economics | Expanding Knowledge in the Mathematical Sciences | Finance Services | Financial Mathematics | Statistics | Stochastic Analysis and Modelling

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