test using ESG funds as carbon risk factor

opentaps / open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.

GNU Affero General Public License v3.0

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Closed sichen1234 closed 2 years ago

sichen1234 commented 3 years ago

Test using ESG funds as carbon risk factor.

Do ESG funds (using their ETF's price histories) have significant carbon betas?

If so, could their returns minus market general index be used as the BMG factors?