23-032/IV - The Social Cost of Carbon under Climate Volatility Risk

• Authors
  Xu Lin, University of Amsterdam; Sweder van Wijnbergen, University of Amsterdam
• Publication date
  June 15, 2023

• Keywords
  Stochastic volatility, social cost of carbon, climate damage, Duffie-Epstein preference
• JEL
  G12, G13, Q51, Q54