Literature:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4351633
[2303.12483v1] Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market (arxiv.org)
Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps by Andrea Ugolini, Juan C. Reboredo, Javier Ojea Ferreiro :: SSRN
