Sökning: "John Skantze"

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  1. 1. Feeling the Heat of Climate Change - How Sensitive Could It Be? 

    Kandidat-uppsats,

    Författare :Gustav Kollberg; John Skantze; [2020-06-29]
    Nyckelord :Climate Sensitivity; Predictability of Stock Returns; Temperature Anomaly; Fama French Three-Factor Model; Carhart Four-Factor Model;

    Sammanfattning : This thesis examines if climate sensitivity predicts stock returns and how well this measurement performs. The sample consists of the S&P 500 and the monthly stock return for the period between 1979 to 2019. The method is first to estimate the climate sensitivity for stock returns from temperature anomaly. LÄS MER