| dc.contributor.author | Ali, Haider | |
| dc.contributor.author | Khalid, Abubakar | |
| dc.date.accessioned | 2022-12-19T14:25:55Z | |
| dc.date.available | 2022-12-19T14:25:55Z | |
| dc.date.issued | 2022 | |
| dc.identifier.uri | https://hdl.handle.net/11250/3038634 | |
| dc.description | Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2022 | en_US |
| dc.description.abstract | This thesis examines whether climate risk and carbon emissions
can be identified as separate risk factors in European listed equities.
We build and extend on the methods of Bolton and Kacperczyk,
by applying those methods on a broad European dataset.
We apply one- and multi-factors frameworks such as the CAPM
and Fama-French 3- and 5-factor models and find indications that
there is a carbon premium in the period following the Paris Agreement
for European listed equities. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Handelshøyskolen BI | en_US |
| dc.subject | finans finance finacial economics | en_US |
| dc.title | Carbon Risk and Expected Return | en_US |
| dc.type | Master thesis | en_US |
