Zhodnocení vlivu vybraných faktorů na výkonnost environmentálních aktiv

Abstract

Environmental assets are a relatively new and individual assets class. The aim of the diploma thesis is to find out whether environmental assets are influenced by real changes in the environment. Environmental assets are represented by three stock indices linked to the environment. Environmental change is characterized by four factors, the concentrations of carbon dioxide and methane in the atmosphere, the share of energy from renewable sources in OECD countries and the plug-in EV sales in the United States. The correlation between the indexes and the factors is studied by estimating regression models using least squares. The methodology of linear regression analysis is described in the theoretical part. In the second part the indices and individual factors are described. In the practical part, regression analysis methods are applied to real data and the results are evaluated.