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Transition and Physical Climate Risk Scores Based on 10-K Filings
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For a complete description of the algorithm, we refer to paper on SSRN. In addition to the data used in our paper on the CDS term structure, we also provide an extended dataset for US companies (raw_data_US_stocks_Item1a.csv), representing sentence-level data.
Please cite the following study when using our data:
Kölbel, Julian and Leippold, Markus and Rillaerts, Jordy and Wang, Qian, Ask BERT: How…
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