This paper uses timer series panel data from Bloomberg to ascertain the affects that carbon prices and other factors have on European oil and steel companies. This paper finds inconclusive evidence of carbon price return correlation with oil and steel company equity return. However it does find a strong positive correlation between the market portfolio excess return, which is the return on the DJS 600 EUR index minus the German three-month T-bill rate, and oil and steel excess equity return.
| Identifer | oai:union.ndltd.org:CLAREMONT/oai:scholarship.claremont.edu:cmc_theses-1470 |
| Date | 01 January 2012 |
| Creators | Anderson, Joseph |
| Publisher | Scholarship @ Claremont |
| Source Sets | Claremont Colleges |
| Detected Language | English |
| Type | text |
| Format | application/pdf |
| Source | CMC Senior Theses |
| Rights | © 2012 Joseph Anderson |
Page generated in 0.002 seconds