开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

132****5171 · 2025年03月20日

如何理解这里选项的含义

NO.PZ2025022502000063

问题如下:

The ESG rating correlation among different data providers is most likely:

选项:

A.negatively correlated. B.uncorrelated. C.positively correlated.

解释:

C is correct because one challenge is that the agreement or correlation between the various ratings agencies is low. A study by Chatterji at al. finds an approximate 0.3 correlation. (Or more technically, this analysis found pairwise tetrachoric correlations for three years among the six raters, with a mean correlation of 0.30 (about 2 standard deviations). However, this also included some negative ones’ correlations, meaning what one rater found responsible another found ‘irresponsible’.) A 2019 study by Gibson et al. shows a range of correlations. Yet another study by Berg et al. shows a range of correlations as well: Berg looks at a dataset of ESG ratings from six different raters – namely, KLD (MSCI Stats), Sustainalytics, Vigeo Eiris (Moody’s), RobecoSAM (S&P Global), Asset4 (Refinitiv) and MSCI – the correlations between the ratings are on average 0.54 and range from 0.38 to 0.71.

主要是negetive和positive不知道怎么理解,相关性低所以我理解是negetive

1 个答案

净净_品职助教 · 2025年03月20日

嗨,爱思考的PZer你好:


相关性这个指标用ρ来表示,ρ的取值为[-1,1],当ρ=0,代表不相关;当ρ>0,代表正相关positive,ρ<0,是负相关,negative,代表两者变动方向相反。根据教材中提到的几项研究,ESG评级结果的相关性大概再0.2~0.5之间,属于正相关,但是相关性较低,当ρ取值越接近于1或者-1时,相关性越强;ρ越靠近0,相关性越低。

----------------------------------------------
虽然现在很辛苦,但努力过的感觉真的很好,加油!

  • 1

    回答
  • 0

    关注
  • 4

    浏览
相关问题