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Hållbarhetsbetyget ESG - är spelreglerna desamma för alla?

Båth Viderström, Oscar LU and Feilberg, Victor LU (2023) STAH11 20222
Department of Statistics
Abstract
The growing expansion of importance amid financial stakeholders regarding sustainability has led to an extended demand and need of reliable reporting amongst sustainability metrics. Previous research and information about ESG reporting and how ESG ratings are calculated are flawed. This thesis investigates if there are differences between how ESG ratings are assessed between companies producing daily goods and manufacturing companies in Europe. To answer this question, multiple linear regression has been used with ESG data from Bloomberg where models have been built for both industries using different techniques in order to detect differences in the model components. Ordinary Least Squares, Ridge and Lasso regression was used with... (More)
The growing expansion of importance amid financial stakeholders regarding sustainability has led to an extended demand and need of reliable reporting amongst sustainability metrics. Previous research and information about ESG reporting and how ESG ratings are calculated are flawed. This thesis investigates if there are differences between how ESG ratings are assessed between companies producing daily goods and manufacturing companies in Europe. To answer this question, multiple linear regression has been used with ESG data from Bloomberg where models have been built for both industries using different techniques in order to detect differences in the model components. Ordinary Least Squares, Ridge and Lasso regression was used with different diagnostic tools to perform variable selection and determine the reliability of each model. This thesis concludes that there is a difference
between the industries large manufacturing companies and daily goods producers in which variables that explains the ESG score. (Less)
Please use this url to cite or link to this publication:
author
Båth Viderström, Oscar LU and Feilberg, Victor LU
supervisor
organization
alternative title
En analys bland Europeiska industri- och dagligvaruproducenter med en explorativ ansats baserad på kvantitativa statistiska metoder
course
STAH11 20222
year
type
M2 - Bachelor Degree
subject
keywords
ESG, Regression, Lasso, Lund University, Data visualization
language
Swedish
id
9111097
date added to LUP
2023-03-06 10:54:26
date last changed
2023-03-06 10:54:26
@misc{9111097,
  abstract     = {{The growing expansion of importance amid financial stakeholders regarding sustainability has led to an extended demand and need of reliable reporting amongst sustainability metrics. Previous research and information about ESG reporting and how ESG ratings are calculated are flawed. This thesis investigates if there are differences between how ESG ratings are assessed between companies producing daily goods and manufacturing companies in Europe. To answer this question, multiple linear regression has been used with ESG data from Bloomberg where models have been built for both industries using different techniques in order to detect differences in the model components. Ordinary Least Squares, Ridge and Lasso regression was used with different diagnostic tools to perform variable selection and determine the reliability of each model. This thesis concludes that there is a difference
between the industries large manufacturing companies and daily goods producers in which variables that explains the ESG score.}},
  author       = {{Båth Viderström, Oscar and Feilberg, Victor}},
  language     = {{swe}},
  note         = {{Student Paper}},
  title        = {{Hållbarhetsbetyget ESG - är spelreglerna desamma för alla?}},
  year         = {{2023}},
}