Carbon_Footprint: Carbon Footprint

In Trading: CCR, Advanced Correlation & Beta Estimates, Betting Strategies

Carbon Footprint

Description

Returns the Total carbon emissions for a portfolio normalized by the market value of the portfolio, expressed in tons CO2e / $M invested.Scope 1 and Scope 2 GHG emissions are allocated to investors based on an equity

Usage

Carbon_Footprint(portfolio_exposure, emissions_capitalization_data)

Arguments

portfolio_exposure	The exposure per issuer in the portfolio
emissions_capitalization_data	The capitalization and the Scope 1 & 2 GHG emissions per issuer

Value

Total carbon emissions for a portfolio normalized by the market value of the portfolio, expressed in tons CO2e / $M invested.

Author(s)

Tasos Grivas <[e-mail]>

References

https://www.tcfdhub.org/Downloads/pdfs/E09

Examples

 portfolio_exposure     = data.table::data.table(Issuers = c('A','B','C'),
 exposures = c(100, 200, 50))
 emissions_capitalization_data = data.table::data.table(Issuers = c('A','B','C'), 
 emissions = c(1000, 5000, 6000),  Capitalization = c(20000, 10000, 30000))
 Carbon_Footprint(portfolio_exposure, emissions_capitalization_data)

Trading documentation built on Feb. 13, 2024, 3 a.m.