Below is the list of accepted papers for the workshop:
Climate Finance Innovation: The Value of Machine Learning. Andres Alonso (Banco de España), José Manuel Carbó Martínez (Banco de España), Jose Manuel Marques (Banco de España).
ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction. Tian Guo (RAM Active Investments), Nicolas Jamet (RAM Active Investments), Valentin Betrix (RAM Active Investments), Louis-Alexandre Piquet (RAM Active Investments), Emmanuel Hauptmann (RAM Active Investments).
A Measure of ESG in Financial News and its Impact on the Stock Market. Yue Xiao (Bloomberg), Carmine Ventre (King's College London).
Evidence on the Information Content of Text in Mutual Fund ESG Risk Disclosure. Liying Wang (Bayes Business School).
PS: The workshop is non-archival, though we may link the final versions of the papers here if permitted by the authors. Otherwise, the interested reader may reach out to the authors directly to get a draft of the paper.