Structural Change Detection in Panel-MIDAS-ARDL Time Series Regression Models: An Application to Firm Values and ESG Scores
A three-stage Panel-MIDAS-ARDL and SBS-Cross-Entropy method for detecting sector-specific structural changes in the effect of ESG on ETF valuations.
Aug 8, 2025
Mechanisms for Implementing Fossil Fuel Divestment in Portfolio Management with Impact on Risk, Return and Carbon Reduction
A dynamic assessment of how fossil-fuel divestment schedules affect portfolio risk, return, stability, and carbon reduction.
Jul 3, 2024
DivFolio: a Shiny Application for Portfolio Divestment in Green Finance Wealth Management
An accessible R Shiny workflow for evaluating how ESG and carbon-divestment choices affect portfolio risk, return, diversification, and climate objectives over time.
May 13, 2024
Leveraging Generative Pre-trained Transformers for the Integration of Environmental, Social, and Governance Considerations into Investment Management for Thai Stock
A practical framework for using GPT models to integrate unstructured ESG information into Thai-stock analysis and investment management.
Mar 1, 2024
Development of ESG Factors for Enhancing Factor Model in the Thai Stock Market
A Thai ESG best-minus-worst factor that adds distinct information to conventional asset-pricing models for THSI-listed stocks.
Feb 13, 2024
DivFolio
A Shiny Application for Portfolio Divestment in Green Finance Wealth Management
Oct 26, 2023