Carbon_Intensity: Carbon Intensity

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

Carbon Intensity

Description

Returns the Volume of carbon emissions per million dollars of revenue expressed in tons CO2e / $M revenue. Scope 1 and Scope 2 GHG emissions are allocated to investors based on an equity ownership approach. The company's (or issuer's) revenue is used to adjust for company size to provide a measurement of the efficiency of output.

Usage

Carbon_Intensity(portfolio_exposure, emissions_capitalization_revenue_data)

Arguments

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

Value

Volume of carbon emissions per million dollars of revenue expressed in tons CO2e / $M revenue.

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_revenue_data = data.table::data.table(Issuers = c('A','B','C'),
 emissions = c(1000, 5000, 6000), revenue = c(2000, 5000, 3000),Capitalization = 
 c(20000, 10000, 15000))
Carbon_Intensity (portfolio_exposure, emissions_capitalization_revenue_data)

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