K-MEANS AND AGGLOMERATIVE HIERARCHICAL CLUSTERING ANALYSIS OF ESG SCORES, YEARLY VARIATIONS, AND STOCK RETURNS: INSIGHTS FROM THE ENERGY SECTOR IN EUROPE AND THE UNITED STATES

K-MEANS AND AGGLOMERATIVE HIERARCHICAL CLUSTERING ANALYSIS OF ESG SCORES, YEARLY VARIATIONS, AND STOCK RETURNS: INSIGHTS FROM THE ENERGY SECTOR IN EUROPE AND THE UNITED STATES

This study employs k-means clustering and agglomerative hierarchical clustering techniques to visually examine the potential relationship between Environmental Social and Governance (ESG) scores, their year-over-year variations, and annual stock returns for a sample of 34 energy sector companies ope...

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Bibliographic Details
Main Authors: Ștefan Rusu, Marcel Ioan Boloș, Marius Leordeanu
Format: Article
Language:English
Published: Institutul de Studii Financiare 2023-06-01
Series:Revista de Studii Financiare
Subjects:
stock market
clustering
esg
machine learning
k-means clustering
agglomerative hierarchical clustering
Online Access:https://revista.isfin.ro/wp-content/uploads/2023/06/11.-Rusu-et-al..pdf

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https://revista.isfin.ro/wp-content/uploads/2023/06/11.-Rusu-et-al..pdf

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