Özge Sahin

Technische Universität München (TUM)

SCHOLARLY PAPERS

4

DOWNLOADS

730

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

ESG, Risk, and (Tail) Dependence

Number of pages: 44 Posted: 18 May 2021 Last Revised: 19 Oct 2022
Technical University of Munich, Technische Universität München (TUM), Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 373 (118,090)
Citation 1

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ESG scores, Risk, Dependence, Tail dependence, Vine Copula models

2.

The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology

Global Finance Journal, Forthcoming
Number of pages: 25 Posted: 30 Jan 2022 Last Revised: 23 Sep 2022
Technische Universität München (TUM), Technical University of Munich, University of Trento - Department of Economics and Management and Technische Universität München (TUM) - Department of Mathematics
Downloads 210 (211,683)

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Corporate social responsibility, data-mining, data quality, ESG scores, risk, sustainability performance

3.

Environmental, Social, Governance scores and the Missing pillar - Why does missing information matter?

Corporate Social Responsibility and Environmental Management
Number of pages: 27 Posted: 24 Jul 2021 Last Revised: 20 Jun 2022
Technische Universität München (TUM), Technical University of Munich, Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 127 (321,508)

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Disclosure, ESG investment, ESG methodology, missing data, sustainable finance, Value-at-Risk

4.

Vine Copula Based Dependence Modeling in Sustainable Finance

Number of pages: 39 Posted: 08 Nov 2022
Technische Universität München (TUM) - Department of Mathematics, Technical University of Munich, Technische Universität München (TUM), Ludwig Maximilian University of Munich (LMU) - Department of Statistics, Technische Universität München (TUM) - Department of Mathematics and University of Trento - Department of Economics and Management
Downloads 20 (737,917)

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Copulas, Vine Copulas, cross sectional and temporal dependence, ESG, sustainability PACS: 0000, 1111