title: ÐÐ¾Ð´ÐµÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ ÑÑÐ°Ð²Ð½Ð¸ÑÐµÐ»ÑÐ½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð· Ð´Ð¾Ñ Ð¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ Ð²Ð¾Ð»Ð°ÑÐ¸Ð»ÑÐ½Ð¾ÑÑÐ¸ Ð°ÐºÑÐ¸Ð¹ Ð»Ð¾Ð³Ð¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹ Ð¡Ð¨Ð
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¼Ð°Ð³Ð¸ÑÑÑÐ°
titleType: Subtitle
title: Modelling and comparative analysis of us logistics companiesâ stocks, its returns and volatility
Creators: name: Ð Ð¾Ð´Ð¸Ð¾Ð½Ð¾Ð²Ð°, ÐÐ°ÑÐ¸Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2022
Subjects: âÐ·ÐµÐ»ÐµÐ½ÑÐµâ Ð°ÐºÑÐ¸Ð¸
Ð¸Ð½Ð²ÐµÑÑÐ¸ÑÐ¸Ð¾Ð½Ð½Ð¾Ðµ Ð¿Ð¾ÑÑÑÐ¾Ð»Ð¸Ð¾
ÑÐ¾Ð±ÑÑÐ¸Ð¹Ð½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·
Ð¼Ð¾Ð´ÐµÐ»Ñ Ñ ÑÐ¸ÐºÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð½ÑÐ¼Ð¸ ÑÑÑÐµÐºÑÐ°Ð¼Ð¸
âgreenâ stocks
investment portfolio
event study
fixed-effects model

description: Ð¢ÐµÐ¼Ð° Ð²ÑÐ¿ÑÑÐºÐ½Ð¾Ð¹ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð¾Ð¹ ÑÐ°Ð±Ð¾ÑÑ: Â«ÐÐ¾Ð´ÐµÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ Ð¸ ÑÑÐ°Ð²Ð½Ð¸ÑÐµÐ»ÑÐ½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð· Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð¸ Ð²Ð¾Ð»Ð°ÑÐ¸Ð»ÑÐ½Ð¾ÑÑÐ¸ Ð°ÐºÑÐ¸Ð¹ Ð»Ð¾Ð³Ð¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹ ÑÑÐ°Â». Ð¦ÐµÐ»ÑÑ ÑÐ°Ð±Ð¾ÑÑ ÑÐ²Ð»ÑÐµÑÑÑ ÑÑÐ°Ð²Ð½ÐµÐ½Ð¸Ðµ Â«Ð·ÐµÐ»ÐµÐ½ÑÑÂ» Ð¸ Â«Ð½Ðµ Ð·ÐµÐ»ÐµÐ½ÑÑÂ» Ð°ÐºÑÐ¸Ð¹ Ð»Ð¾Ð³Ð¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹ Ð¡Ð¨Ð. ÐÐ°Ð´Ð°ÑÐ¸, ÐºÐ¾ÑÐ¾ÑÑÐµ ÑÐµÑÐ°Ð»Ð¸ÑÑ Ð² ÑÐ¾Ð´Ðµ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: Ð Ð°Ð·ÑÐ°Ð±Ð¾ÑÐºÐ° Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð° Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ. ÐÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ðµ Ð²Ð»Ð¸ÑÐ½Ð¸Ñ ESG ÑÐ¸ÑÐºÐ° Ð½Ð° Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑ Ð°ÐºÑÐ¸Ð¹. ÐÐ½Ð°Ð»Ð¸Ð· Ð²Ð¾Ð»Ð°ÑÐ»ÑÐ½Ð¾ÑÑÐ¸ Ð¸ Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÐ¸ Ð°ÐºÑÐ¸Ð¹ Ð»Ð¾Ð³Ð¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹. Ð¡ÑÐ°Ð²Ð½Ð¸ÑÑ Â«Ð·ÐµÐ»ÐµÐ½ÑÐµÂ» Ð¸ Â«Ð½Ðµ Ð·ÐµÐ»ÐµÐ½ÑÐµÂ» Ð°ÐºÑÐ¸Ð¸ Ñ ÑÐ¾Ð½Ð´Ð¾Ð²ÑÐ¼ ÑÑÐ½ÐºÐ¾Ð¼ Ð¡Ð¨Ð. ÐÐµÑÐ¾Ð´Ñ: Ð¿ÑÐ¸Ð¼ÐµÐ½ÑÐ»Ð¸ÑÑ Ð¾Ð±ÑÐµÐ½Ð°ÑÑÐ½ÑÐµ Ð¼ÐµÑÐ¾Ð´Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ: ÐºÐ¾Ð½ÑÐµÐ½ÑÐ½ÑÐ¹ Ð¸ ÑÑÐ°Ð²Ð½Ð¸ÑÐµÐ»ÑÐ½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·, Ð¼ÐµÑÐ¾Ð´ Ð°Ð½Ð°Ð»Ð¾Ð³Ð¸Ð¹, ÐºÐ»Ð°ÑÑÐ¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¹, Ð° ÑÐ°ÐºÐ¶Ðµ ÑÐ¿ÐµÑÐ¸ÑÐ¸ÑÐµÑÐºÐ¸Ðµ Ð¼ÐµÑÐ¾Ð´Ñ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ, Ð² ÑÐ°ÑÑÐ½Ð¾ÑÑÐ¸, Ð¼ÐµÑÐ¾Ð´Ñ Ð¿Ð¾ÑÑÑÐµÐ»ÑÐ½Ð¾Ð¹ Ð¾Ð¿ÑÐ¸Ð¼Ð¸Ð·Ð°ÑÐ¸Ð¸, ÑÑÐ°ÑÐ¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ð¹, ÑÐ¾Ð±ÑÑÐ¸Ð¹Ð½ÑÐ¹ Ð¸ ÑÐµÐ³ÑÐµÑÑÐ¸Ð¾Ð½Ð½ÑÐ¹ Ð°Ð½Ð°Ð»Ð¸Ð·Ñ. Ð¯Ð·ÑÐº Ð¿ÑÐ¾Ð³ÑÐ°Ð¼Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ñ Â«pythonÂ» Ð¸ Â«stataÂ» Ð¸ÑÐ¿Ð¾Ð»ÑÐ·Ð¾Ð²Ð°Ð»Ð¸ÑÑ, ÐºÐ°Ðº Ð¸Ð½ÑÑÑÑÐ¼ÐµÐ½ÑÑ Ð´Ð»Ñ Ð°Ð½Ð°Ð»Ð¸Ð·Ð°. ÐÑÐ½Ð¾Ð²Ð½ÑÐµ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÑ ÑÐ°Ð±Ð¾ÑÑ: -Â ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐ°Ð½Ñ Ð¼ÐµÑÐ¾Ð´Ð¾Ð»Ð¾Ð³Ð¸Ñ Ð¸ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼ Ð¸ÑÑÐ»ÐµÐ´Ð¾Ð²Ð°Ð½Ð¸Ñ; -Â Ð¿Ð¾Ð´ÑÐ²ÐµÑÐ¶Ð´ÐµÐ½Ð° Ð¾Ð±ÑÐ°ÑÐ½Ð°Ñ ÑÐ²ÑÐ·Ñ Ð¼ÐµÐ¶Ð´Ñ ESG ÑÐ¸ÑÐºÐ¾Ð¼ Ð¸ Ð´Ð¾ÑÐ¾Ð´Ð½Ð¾ÑÑÑÑ Ð°ÐºÑÐ¸Ð¹; -Â Ð¸Ð·ÑÑÐµÐ½Ð° ÑÑÑÐ¾Ð¹ÑÐ¸Ð²Ð¾ÑÑÑ Â«Ð·ÐµÐ»ÐµÐ½ÑÑÂ» Ð°ÐºÑÐ¸Ð¹ Ðº ÐºÑÐ¸Ð·Ð¸ÑÐ°Ð¼. ÐÐ°ÑÑÐ½Ð°Ñ Ð½Ð¾Ð²Ð¸Ð·Ð½Ð° ÑÐ°Ð±Ð¾ÑÑ Ð¾Ð¿ÑÐµÐ´ÐµÐ»ÑÐµÑÑÑ Ð¿Ð¾Ð»ÑÑÐµÐ½Ð¸ÐµÐ¼ ÑÐ°ÐºÐ¸Ñ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐ¾Ð², ÐºÐ¾ÑÐ¾ÑÑÐµ Ð¿ÑÐ¸Ð²Ð¾Ð´ÑÑ Ðº Ð²ÑÐ²Ð¾Ð´Ñ Ð¾ Ð¿Ð¾Ð»Ð¾Ð¶Ð¸ÑÐµÐ»ÑÐ½Ð¾Ð¼ Ð²Ð»Ð¸ÑÐ½Ð¸Ð¸ Â«Ð·ÐµÐ»ÐµÐ½Ð¾ÑÑÐ¸Â» Ð»Ð¾Ð³Ð¸ÑÑÐ¸ÑÐµÑÐºÐ¸Ñ ÐºÐ¾Ð¼Ð¿Ð°Ð½Ð¸Ð¹ Ð½Ð° Ð¿Ð¾ÐºÐ°Ð·Ð°ÑÐµÐ»Ð¸ Ð¸Ñ Ð°ÐºÑÐ¸Ð¹.
description: The theme of the thesis is âModelling and comparative analysis of us logistics companiesâ stocks, its returns and volatilityâ. The aim of the research is to compare the stock performance of âgreenâ and ânon-greenâ US logistics companies. The research set the following tasks: To develop a research algorithm. To investigate the impact of ESG risk on stock log return. To analyze the historical data of stock risks and returns. To compare âgreenâ and ânon-greenâ logistics stocks with the US stock market. The methods of the research: general scientific research methods were used: content and comparative analysis, the method of analogies, classification, as well as specific research methods, in particular, methods of portfolio optimization, statistical data analysis, event study analysis, regression analysis and others. âPythonâ programming language and âstataâ were used as analysis tools. The main results of the graduate qualification work: -Â methodology and research algorithm of stocksâ comparison were developed; -Â negative relationship between ESG risk and stock log return was confirmed; -Â the higher resilience to crises of âgreenâ stocks was studied. The scientific novelty of the study is the obtaining results that allows us to conclude positive impact of logistics companiesâ âgreennessâ on its stock performance.