Imperial College London

DrAnastasiyaOstrovnaya

Business School

Senior Teaching Fellow
 
 
 
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Contact

 

a.ostrovnaya

 
 
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Location

 

15 Prince's GardensSouth Kensington Campus

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Summary

 

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, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3588288
  • 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, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3598183
  • Lending to Low Carbon Technology, with  Charles Donovan, Jeffrey Hardy, James Hindle, Niall Mac Dowell, Report for HSBC Centre of Sustainable Finance, 2019, https://www.sustainablefinance.hsbc.com/carbon-transition/lending-to-low-carbon-technologies
  • “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