Hi There,
I hope this message finds you well. I am writing to express my interest in assisting you with the replication of the data analysis process outlined in the scientific paper titled "Is Carbon Risk Priced in the Cross-Section of Corporate Bond Returns?" by Duan, Tinghua, Frank Weikai Li, and Quan Wen.
Based on your project requirements, I have the necessary skills and experience to efficiently and accurately replicate the data analysis process, with a specific focus on multivariate regression. My proficiency in statistical analysis and econometric modeling, particularly using Python, will enable me to acquire the required data from Eikon by Thomson Reuters and bring it into a proper format for analysis.
In addition to my technical expertise, I have a solid understanding of financial markets, corporate bonds, and climate risk pricing. I am familiar with data manipulation and merging large datasets from different sources, including carbon emissions data and financial datasets. My extensive knowledge in implementing regression analyses, experimental design, and statistical methods will ensure a thorough replication process.
As for the responsibilities, I will thoroughly understand the approach and methods outlined in the specified scientific paper. I will acquire the necessary data, either through my access to financial data or using Eikon by Thomson Reuters. Finally, I will recreate the data analysis process, with a particular emphasis on multivariate...