Total_Carbon_Emissions: Total Carbon Emissions

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

Total Carbon Emissions

Description

Returns the absolute greenhouse gas emissions associated with a portfolio, expressed in tons CO2e. Under this approach, if an investor owns 5 percent of a company's total market capitalization, then the investor owns 5 percent of the company as well as 5 percent of the company's GHG (or carbon) emissions.

Usage

Total_Carbon_Emissions(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

The absolute greenhouse gas emissions associated with a portfolio, expressed in tons CO2e

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))
 Total_Carbon_Emissions(portfolio_exposure, emissions_capitalization_data)

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