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This paper introduces the concept of Time to Transition (TtT), a market-implied measure derived from the greenium term structure, which reflects the anticipated timing of the transition to a low-carbon economy. It develops two stochastic models to analyze TtT, addressing both fixed and heterogeneous perceived deadlines among economic agents. The study emphasizes the importance of market perceptions in influencing investment and policy decisions related to climate goals set by the European Union.

Author

bob

Language

EN