Vitor G. Azevedo

TL;DR: In this article, the volume of CO2 emissions by lag of the emissions and by the Gross Domestic Product (GDP) for the BRICS (Brazil, Russia, India, China, and South Africa) countries from 1980 to 2011 was examined.

TL;DR: In this article, a combination of three forecast models, ARIMA, exponential smoothing and dynamic regression, was used to predict the West Texas Intermediate (WTI) crude oil spot price and the Brent North Sea (Brent) crudeoil spot price.

TL;DR: In this paper, the authors investigate the impact of corporate sustainability on asset prices and test the extent to which this factor is priced in an augmented four-factor version of the traditional Fama & French (1993) asset pricing model.

TL;DR: In this article, a cross-sectional model was proposed to forecast corporate earnings, which combines the accuracy of analysts' forecasts with the unbiasedness of a crosssectional model, and showed that using their estimates in the implied cost of capital calculation leads to a substantially stronger correlation with realized returns compared to earnings estimates from extant cross-section models.

TL;DR: In this article, a cross-sectional model is proposed to forecast corporate earnings, which combines the accuracy of analysts' forecasts with the unbiasedness of a crosssectional model, and the model outperforms the most popular methods from the literature in terms of forecast accuracy, bias, and earnings response coefficient.