Results 201 to 210 of about 190,253 (294)

Climate Transition Risk, ESG Rating Divergence and Portfolio Performance: Evidence From Composite Scores and Climate‐Adjusted Factor Models

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study investigates how ESG rating divergences and climate transition risks jointly influence portfolio performance. Using a newly constructed composite Environmental (E) score derived from principal component analysis (PCA) across three leading ESG providers (Eikon, RobecoSAM, Sustainalytics), we build industry‐adjusted portfolios for 389 
Ahmed Bouteska   +2 more
wiley   +1 more source

Estimating Treatment Effects With Limited Exogeneity: A Machine Learning Approach to Selection Bias

open access: yesInternational Studies of Economics, EarlyView.
ABSTRACT This paper presents a novel method for estimating treatment effects in cases where prior knowledge of the exogeneity of the treatment variable is limited. We employ a machine learning technique, double selection via Lasso, to identify a robust set of control variables without requiring prior assumptions about their specific identities or ...
Rui Sun, Shiyi Chen
wiley   +1 more source

From Reactive to Proactive Volatility Modeling With Hemisphere Neural Networks

open access: yesJournal of Applied Econometrics, EarlyView.
ABSTRACT We revisit maximum likelihood estimation (MLE) for macroeconomic density forecasting through a novel neural network architecture with dedicated mean and variance hemispheres. Our architecture features several key ingredients making MLE work in this context.
Philippe Goulet Coulombe   +2 more
wiley   +1 more source

Adolescents' trajectories of mental health in the MYRIAD trial

open access: yesJCPP Advances, EarlyView.
Abstract Background This study explored adolescent's mental health trajectories over the course of a school‐based mindfulness‐based intervention trial (MYRIAD). It examined whether intervention condition (mindfulness vs. teaching‐as‐usual), individual‐level and contextual‐level factors were associated with different trajectories.
Carolina Guzman Holst   +8 more
wiley   +1 more source

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