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Record W2304019096

Carbon Emissions and Stock Returns

2012· article· en· W2304019096 on OpenAlexaff
Andreas Marcel Oestreich, Ilias Tsiakas

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicClimate Change Policy and Economics
Canadian institutionsUniversity of Guelph
Fundersnot available
KeywordsEmissions tradingPortfolioStock (firearms)EconomicsCarbon marketFinancial economicsEconometricsMonetary economicsGreenhouse gasGeography
DOInot available

Abstract

fetched live from OpenAlex

This paper provides an empirical investigation of the eect of the European Union's Emissions Trading Scheme (EU ETS) on German stock returns. In the initial two phases of the EU ETS, beginning in 2005 and ending in 2012, …rms received free allowances for emitting dioxide. We …nd that …rms which received emission allowances signi…cantly outperformed …rms which did not. This suggests the presence of a large and statistically signi…cant carbon premiumde…ned as the abnormal excess return of the portfolio of dirty…rms minus that of the portfolio of clean…rms. The premium is up to 18% per annum, it cannot be explained by movements in the price for allowances, and is unrelated to industry eects, size and market-to-book ratios.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.010
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.005
Threshold uncertainty score0.017

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.010
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0020.001
Open science0.0000.000
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0050.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.135
GPT teacher head0.262
Teacher spread0.127 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations2
Published2012
Admission routes1
Has abstractyes

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