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Introduction

The concept of carbon risk premium in asset pricing has gained significant attention in recent years due to the growing awareness of climate change and its potential impacts on financial markets. As carbon emissions continue to be a major concern globally, investors are increasingly recognizing the importance of incorporating carbon risk into their investment decisions. This thesis aims to explore the relationship between carbon risk and asset pricing, with a focus on understanding how carbon risk affects the pricing of financial assets.

Chapter 1: Introduction
1.1 Introduction
1.2 Background of study
1.3 Problem Statement
1.4 Objective of study
1.5 Limitation of study
1.6 Scope of study
1.7 Significance of study
1.8 Structure of the Thesis
1.9 Definition of Terms

Chapter 2: Literature Review
2.1 Introduction to Literature Review
2.2 Climate Change and Carbon Risk
2.3 Asset Pricing Models
2.4 Carbon Risk Premium
2.5 Empirical Studies on Carbon Risk Premium
2.6 Integration of Carbon Risk into Asset Pricing
2.7 Theoretical Frameworks
2.8 Regulatory Environment
2.9 Corporate Practices
2.10 Summary of Literature Review

Chapter 3: Research Methodology
3.1 Introduction to Research Methodology
3.2 Research Design
3.3 Data Collection
3.4 Data Analysis
3.5 Sample Selection
3.6 Hypothesis Development
3.7 Variables Measurement
3.8 Model Specification
3.9 Empirical Strategy
3.10 Summary of Research Methodology

Chapter 4: Discussion of Findings
4.1 Introduction to Discussion of Findings
4.2 Descriptive Statistics
4.3 Regression Results
4.4 Robustness Tests
4.5 Interpretation of Findings
4.6 Comparison with Existing Literature
4.7 Implications for Asset Pricing
4.8 Policy Recommendations
4.9 Future Research Directions
4.10 Summary of Discussion of Findings

Chapter 5: Conclusion and Summary
5.1 Conclusion
5.2 Summary of Findings
5.3 Contributions to Literature
5.4 Practical Implications
5.5 Limitations of the Study
5.6 Recommendations for Future Research
5.7 Conclusion

Thesis Overview on Carbon Risk Premium in Asset Pricing

The pressing issue of climate change and its financial implications have sparked an interest in understanding the relationship between carbon risk and asset pricing. This thesis aims to contribute to the literature by examining the impact of carbon risk on asset pricing and exploring the potential for a carbon risk premium in financial markets.

Chapter 1 provides an overview of the research topic, including the background, problem statement, objectives, limitations, scope, significance, structure of the thesis, and definition of key terms. Chapter 2 reviews the existing literature on climate change, carbon risk, asset pricing models, empirical studies on carbon risk premium, theoretical frameworks, regulatory environment, and corporate practices.

Chapter 3 outlines the research methodology, including the design, data collection, analysis, sample selection, hypothesis development, variables measurement, model specification, empirical strategy, and summary. Chapter 4 discusses the findings of the study, including descriptive statistics, regression results, robustness tests, interpretation of findings, comparison with existing literature, implications for asset pricing, policy recommendations, and future research directions.

Chapter 5 summarizes the conclusions drawn from the study, provides a summary of findings, discusses the contributions to the literature, implications for practice, limitations of the study, recommendations for future research, and concludes the thesis. This thesis aims to shed light on the importance of considering carbon risk in asset pricing and provide valuable insights for investors, policymakers, and researchers in the field.

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