When the climate problem is becoming more and more serious, and the impact of climate change factors on financial markets is becoming more and more significant, Chinese President Xi Jinping has put forward the 3060 "double carbon target." In order to respond positively to national policies, most energy enterprises have responded to obtain a green premium. This paper gives an example of the "green" measures taken by two different types of enterprises: the limited liability company and the joint stock limited company. It analyzes why they get the green premium. While bringing benefits, the green premium also brings macro and micro risks. This paper puts forward some solutions that these energy enterprises can use to deal with the risks posed by the green premium: ESG rating system is used to disclose the risk of energy enterprises, as well as the use of various means to disclose the possible behavior of the government to protect the risk and guide investors to invest rationally. It is hoped that through this paper, various energy enterprises can pay attention to the potential risks and remind investors to invest rationally in energy enterprises.