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opentaps / open-climate-investing

Application and data for analyzing and structuring portfolios for climate investing.
https://climate-investing-book.opensourcestrategies.com/v/main/book
GNU Affero General Public License v3.0
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calculate BMG factor loadings for energy, airlines, transportation stocks #21

Open sichen1234 opened 2 years ago

sichen1234 commented 2 years ago

Use the XOP-SMOG BMG series to calculate the market implied climate risk (BMG factor loading) for energy, airlines, and transportation stocks.