Does carbon risk affect stocks return?
Peng, Valentina (A.A. 2022/2023) Does carbon risk affect stocks return? Tesi di Laurea in Mathematical finance, Luiss Guido Carli, relatore Sara Biagini, pp. 34. [Bachelor's Degree Thesis]
Full text for this thesis not available from the repository.
Abstract/Index
Literature review. Literature review on financial effects of carbon risk & empirical evidence. Literature review on factor models. Regulation: carbon pricing. Emission trading system (ETS). Carbon tax. Carbon risk, its definition, measurement, and data availability. Carbon footprint. Weighted average carbon intensity. Methodology. “Do investors care about the carbon risk?” (Bolton and Kacperczyk (2020)). “The impact of carbon risk on stock returns: evidence from the European electric utilities” (Bernardini et al., 2018).
References
Bibliografia: pp. 30-33.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Mathematical finance |
| Thesis Supervisor: | Biagini, Sara |
| Academic Year: | 2022/2023 |
| Session: | Summer |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 08 Nov 2023 15:51 |
| Last Modified: | 08 Nov 2023 15:51 |
| URI: | https://tesi.luiss.it/id/eprint/36933 |
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