DrAnastasiya Ostrovnaya
Senior Teaching Fellow
Department of Finance - Business School
Orcid identifier0000-0002-1068-7876 (opens in a new tab)
- Senior Teaching FellowDepartment of Finance - Business School
- 15 Prince's Gardens, South Kensington Campus, United Kingdom
RESEARCH
Overview
The Introduction of a Climate Risk Taxonomy with an Impact Study on the Financial Risks of Climate Change to Corporations, 2021, forthcoming CCFI Briefing Paper, with Bob Buhr, Charles Donovan and Alexandre Koberle
A Guide to Building Climate-Financial Scenarios for Financial Institutions, with Gaurav Ganguly and Alexandre Koberle, 2021, Grantham Briefing Paper
Transition Finance: Managing Funding to Carbon-Intensive Firms, with Charles Donovan and Milica Fomicov, 2020, Centre for Climate Finance & Investment Briefing Paper
“The high cost of electricity price volatility”, with Iain Staffell, Charles Donovan, Rob Gross, 2020,
Estimating Financial Risks from the Energy Transition: Potential Impacts from Decarbonisation in the European Power Sector, with Chris Cormack, Charles Donovan, Alexandre Koberle, 2021, the Journal of Energy Risk,
Lending to Low Carbon Technology, with Charles Donovan, Jeffrey Hardy, James Hindle, Niall Mac Dowell, Report for HSBC Centre of Sustainable Finance, 2019,
“Do Equity Markets Favor Credit Markets News Over Options Market News?”, with Antje Berndt, 2014, Quarterly Journal of Finance
“How Does the U.S. Corporate Bond Market Respond to Macroeconomic Releases?”, with Antje Berndt, 2007, Tepper Business School working paper
“Endogenous Counter Cyclical Risk Aversion and the Cross-Section of Asset Returns: An Empirical Analysis”, with Bryan Routledge and Stanley Zin, 2006, working paper
The Introduction of a Climate Risk Taxonomy with an Impact Study on the Financial Risks of Climate Change to Corporations, 2021, forthcoming CCFI Briefing Paper, with Bob Buhr, Charles Donovan and Alexandre Koberle
A Guide to Building Climate-Financial Scenarios for Financial Institutions, with Gaurav Ganguly and Alexandre Koberle, 2021, Grantham Briefing Paper
Transition Finance: Managing Funding to Carbon-Intensive Firms, with Charles Donovan and Milica Fomicov, 2020, Centre for Climate Finance & Investment Briefing Paper
“The high cost of electricity price volatility”, with Iain Staffell, Charles Donovan, Rob Gross, 2020,
Estimating Financial Risks from the Energy Transition: Potential Impacts from Decarbonisation in the European Power Sector, with Chris Cormack, Charles Donovan, Alexandre Koberle, 2021, the Journal of Energy Risk,
Lending to Low Carbon Technology, with Charles Donovan, Jeffrey Hardy, James Hindle, Niall Mac Dowell, Report for HSBC Centre of Sustainable Finance, 2019,
“Do Equity Markets Favor Credit Markets News Over Options Market News?”, with Antje Berndt, 2014, Quarterly Journal of Finance
“How Does the U.S. Corporate Bond Market Respond to Macroeconomic Releases?”, with Antje Berndt, 2007, Tepper Business School working paper
“Endogenous Counter Cyclical Risk Aversion and the Cross-Section of Asset Returns: An Empirical Analysis”, with Bryan Routledge and Stanley Zin, 2006, working paper