QRFE Workshop on Climate Change

QRFE Workshop on Climate Change - Call for Papers

The QRFE Workshop on Climate Change invites submissions for research papers that advance our understanding of how climate-related risks shape modern financial markets. This year’s workshop highlights how climate risk, environmental externalities, and capital allocation interact within global financial systems.

The keynote speaker is Marcin Kacperczyk (Imperial College London). 

We welcome theoretical, empirical, and interdisciplinary contributions that address topics including but not limited to:

• Climate Risk Pricing & Asset Valuation
• How financial markets price climate transition and physical risks
• Mispricing, slow-moving capital, and limits to arbitrage in climate-related assets
• Institutional Investors & Climate Exposure
• Portfolio reallocation by mutual funds, hedge funds, insurers, and sovereign investors
• Climate risk in institutional mandates, constraints, and incentives
• Green Finance, ESG, and Real Effects
• ESG integration and its impact on corporate behavior
• Greenwashing, divergence across ESG rating systems, and information frictions
• Carbon Emissions, Disclosure, and Regulatory Policy
• Market responses to carbon pricing, disclosure rules, or sustainability regulation
• Effects of mandatory vs. voluntary reporting regimes
• Climate Risk Transmission Across Markets
• Spillovers through credit markets, derivatives, and international capital flows
• Climate risk as a macro-financial vulnerability
• Innovation, Transition Technologies, and Real Economic Impact
• Financial constraints for green innovation
• The role of investors in facilitating (or delaying) the energy transition
• Data and Methodological Frontiers
• Novel climate risk measures (e.g., satellite, emissions, physical risk modeling)
• ML/AI approaches to climate risk forecasting or portfolio construction

Please submit your papers by March 2, 2026. There is a submission fee of £40. Preference will be given to completed papers, but extended abstracts will also be considered. Successful candidates will be notified by April 15, 2026. The workshop will take place in person at Durham University on May 20, 2026.

The workshop brings together researchers, policymakers, asset managers, and practitioners. Sessions will emphasize discussion and real-world relevance.

Scientific Committee

Vikas Agarwal (Georgia State University)

Sean Cao (University of Maryland)

Nickolay Gantchev (University of Virginia)

Juan-Pedro Gomez (IE University)

Pari Sastry (Wharton Business School)

Florian Weigert (University of Neuchatel)

Ryan Williams (Imperial College London, Enoda)

Internal organisation Committee

Kumushoy Abduraimova, Rajdeep Chakraborti, Arzé Karam, Danny McGowan.