Browsing BI Open by Author "Wilhelmsen, Kristine"

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Unraveling the Link between Environmental Metrics and Stock Returns: An In-Depth Analysis of Climate Risk Premiums and Climate News Hedge Portfolios

Vannebo, Camilla; Wilhelmsen, Kristine (Master thesis, 2023)

This thesis examines a broad range of E(SG) scores and real environmental metrics’ cross-sectional and time-series effect on excess stock return, in the European market from December 2010 to December 2022. The objective ...