Sökning: "Lovisa Dahlquist"

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  1. 1. Mispricing of Climate Risk

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Lovisa Dahlquist; Lena Maria Tschanhenz; [2022]
    Nyckelord :Bloomberg GHG estimates; Risk premium for climate risk; ESG reporting; Sustainable investing; Stock market equilibrium; Business and Economics;

    Sammanfattning : Purpose: Study the relationship between stock returns and GHG emissions regarding a risk premium related to greenness. This by using GHG emissions estimated by Bloomberg rather than companies self-reported estimates. Methodology: The study conducts a time-invariant model by cross-sectional OLS regression to estimate the risk premium for greenness. LÄS MER