5 Investor Strategies for the Carbon Bubble: Chevron Corporation, TransCanada Corporation

Two developments in the last week are turning the heat up on oil companies: HSBC released an analysis finding oil majors at significant risk from "unburnable" reserves, and a pension fund has agreed to consider divestment from fossil-fuel companies in response to NGO pressure. This signals growing concern among conventional investors that climate change could be creating a "carbon bubble" in equity markets.
Climate change scenarios Concerns around carbon dioxide emissions are growing as climate science grows ever firmer on CO2's contribution to climate change. International research bodies – including the International Energy Agency, or IEA – model three possible scenarios for the future in terms of the number of degrees Celsius of average global warming by 2050.
The six-degree scenario, or 6DS, is basically Armageddon. 6DS is the scenario we are expected to see if we continue on our current trajectory. The four-degree scenario, or 4DS, is certainly better, but the World Bank released a report in November 2012 emphasizing that 4DS must also be avoided. The bank projects "unprecedented heat waves, severe drought, and major floods in many regions, with serious impacts on human systems, ecosystems, and associated services." These effects would lead to spreading tropical diseases, crop failure, inundation of island nations, and more.
World governments and institutions have repeatedly committed to staying below the two-degree scenario, or 2DS. To be clear, scientists still warn that a two-degree Celsius increase is the level at which atmospheric feedback loops could trigger dangerous climate change. Therefore, it is this scenario that HSBC used as the basis for its study.
Unburnable reserves To achieve 2DS, the IEA calculates that no more than about 1,440 gigatons of carbon can be emitted globally by 2050. Emissions have already reached 400 gigatons, which leaves only around 1,000 gigatons – or just a third of current proven reserves – to be burned.
HSBC's analysis looked at European oil majors. Norway's Statoil ASA (NYSE:STO) is the worst affected, with approximately 17% of its market capitalization at risk. HSBC also calculated that 6% of BP plc (NYSE:BP)'s reserves are at risk, along with 5% of Total S.A. (NYSE:TOT)'s and 2% of Shell's . However, HSBC finds that a bigger threat to the sector's value comes in the form of reduced demand, which could lead to lower oil and gas prices. In that event, the potential value at risk for leading fossil fuel players could increase to 40%-60% of current market capitalization. The analysts think investors have not priced in this risk, probably because it seems so far off.
But is it so far off? The IEA said in 2011 that on its current trajectory, the world could exhaust its carbon budget by 2017. In 2012, the IEA said that energy efficiency improvements could offer a further five-year reprieve. Even then, the next decade is likely to be when the excrement hits the fan. HSBC projects that a decrease in demand for high-carbon projects could lead to project cancellation, especially for controversial and high-cost projects.