Carbon risk as a systematic factor: evidence from us equity markets
Vernacchia, Lorenzo (A.A. 2024/2025) Carbon risk as a systematic factor: evidence from us equity markets. Tesi di Laurea in Sustainable finance, Luiss Guido Carli, relatore Dominik Damast, pp. 35. [Master's Degree Thesis]
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Abstract/Index
Literature review. Hypothesis development. Carbon emissions and stock returns. Emission levels vs emission intensity. Temporal variation in carbon risk pricing. Sectoral heterogeneity. Climate attention and intertemporal hedging. Data. Empirical strategy and results. Baseline results. Emissions vs intensity. Temporal heterogeneity. Sectoral heterogeneity. Climate attention. Economic interpretation.
References
Bibliografia: pp. 31-33.
| Thesis Type: | Master's Degree Thesis |
|---|---|
| Institution: | Luiss Guido Carli |
| Degree Program: | Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56) |
| Chair: | Sustainable finance |
| Thesis Supervisor: | Damast, Dominik |
| Thesis Co-Supervisor: | Lanza, Alessandro |
| Academic Year: | 2024/2025 |
| Session: | Extraordinary |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 16 Jun 2026 12:58 |
| Last Modified: | 16 Jun 2026 12:58 |
| URI: | https://tesi.luiss.it/id/eprint/46170 |
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