Browsing Brage NMBU by Author "Trønnes, Kristine Elisabeth"
Now showing items 1-1 of 1
-
The Impact of Emissions on Stock Returns: A Multi-Factor Model Approach and Hedging with EUA Futures
Aarnes, Guro Ronglan; Trønnes, Kristine Elisabeth (Master thesis, 2024)This study investigates the co-movements of European stock returns, EU Allowances (EUAs) and carbon price intensity factors based on weekly data from 2018-2023. For this investigation we use a multi-factor model to analyze ...