ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction
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- Remmer Sassen & Anne-Kathrin Hinze & Inga Hardeck, 2016. "Impact of ESG factors on firm risk in Europe," Journal of Business Economics, Springer, vol. 86(8), pages 867-904, November.
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- Jérémi Assael & Laurent Carlier & Damien Challet, 2023.
"Dissecting the Explanatory Power of ESG Features on Equity Returns by Sector, Capitalization, and Year with Interpretable Machine Learning,"
JRFM, MDPI, vol. 16(3), pages 1-22, March.
- J'er'emi Assael & Laurent Carlier & Damien Challet, 2022. "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Papers 2201.04393, arXiv.org, revised Apr 2023.
- Jérémi Assael & Laurent Carlier & Damien Challet, 2023. "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Post-Print hal-03791538, HAL.
- Jeremi Assael & Laurent Carlier & Damien Challet, 2022. "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Working Papers hal-03791538, HAL.
- Carlos A. Piccioni & Saulo B. Bastos & Daniel O. Cajueiro, 2024. "Stock Price Reaction to Environmental, Social, and Governance News: Evidence from Brazil and Financial Materiality," Sustainability, MDPI, vol. 16(7), pages 1-25, March.
- Ook Lee & Hanseon Joo & Hayoung Choi & Minjong Cheon, 2022. "Proposing an Integrated Approach to Analyzing ESG Data via Machine Learning and Deep Learning Algorithms," Sustainability, MDPI, vol. 14(14), pages 1-14, July.
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This paper has been announced in the following NEP Reports:- NEP-BIG-2020-05-11 (Big Data)
- NEP-CMP-2020-05-11 (Computational Economics)
- NEP-FMK-2020-05-11 (Financial Markets)
- NEP-GEN-2020-05-11 (Gender)
- NEP-RMG-2020-05-11 (Risk Management)
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