In this study, we carried out a performance analysis of green bond portfolios available from public databases for the period between 2017 and 2020. The aim our research was to obtain empirical proof existence premium, which confirmed by risk-adjusted indicators, i.e. Sharpe ratio, M2 ratio Sortino ratio. premium is return differential that can be measured conventional financial instruments. Acc...

This study aims at investigating the performance of Indian stock indices augmenting carbon emissions such as BSE Energy index and Oil & Gas vis a-vis BSESNSEX, apex representing market, also those capturing commitment industries towards mitigating risks arising from pollution climate change, Greenex Carbonex, with reference to investors’ benchmark viz., BSESENSEX, during period January 2010...

Green building is a new building system which based positive cycle of ecological system, green economy, energy-saving society and green technology. [2] The pattern of green building is an important research of architecture style in the present society. The energy-saving in illumination system is an important pattern in energy-saving field and is of great significance. Illumination system is a t...

In this paper we have assessed the impact of European Union’s Emissions Trading Scheme (EU ETS) on level carbon premium. The aim study is to determine whether there a stable premium in energy-intensive sectors. Unlike other studies, our research sample included not only companies energy sector, but also entities classified as energy-intensive. research, used own criterion for allocating clean a...

Overview (Re)insurance premium calculation Net premium principle Wang's premium principle applied to excess-of-loss reinsurance setting Extreme value statistics Motivation Extreme value theory (first order framework) Estimating reinsurance premiums Finite sample behavior Simulated data (Fréchet, Burr) Reinsurance premiums (net premium, dual-power transform) X non-negative random variable denoti...

This study estimates the value of the early exercise premium in American put option prices using Swedish equity options data. The value of the premium is found as the deviation of the American put price from European put-call parity, and in addition a theoretical estimate of the premium is computed. The empirically found premium is also used in a modified version of the control variate approach...

The paper provides analysis on the current state of art in field green technologies, including information and methods aimed to achieve effective energy consumption goals. Recent advances summarized prospective publications, were analysed. Modern Green IT Energy strategies, reduce power consumption, environmental influence improve sustainability, which assume use Cloud Technologies, renewable s...

Fama and French [2002. The equity premium. Journal of Finance 57, 637–659] estimate the equity premium using dividend growth rates to measure expected rates of capital gain. We apply their method to study the value premium. From 1945 to 2005, the expected value premium is on average 6.1% per annum, consisting of an expected dividend growth component of 4.4% and an expected dividend price ratio ...

A premium principle is an economic decison rule used by the insurer in order to determine the amount of the net premium for each risk in his portfolio. In this paper we investigate the problem of determining the premium principle to be used. First, we discuss some desirable properties of a premium principle. We prove that the only premium principles that possess these properties belong to a cla...

Cloud computing provides the opportunity to migrate virtual machines to “follow-the-green” data centres. That is, to migrate virtual machines between green data centres on the basis of clean energy availability, to mitigate the environmental impact of carbon footprint emissions and energy consumption. The virtual machine migration problem can be modelled to maximize the utility of computing res...