Early-Stage Validation of the Alaali ESG Sensitivity Engine (A-ESI) Using OLS Regression

Fuente: Zenodo
Saved in:
Bibliographic Details
Main Author: Alaali, Hasan
Format: Recurso digital
Published: Zenodo 2025
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866901465496289280
author Alaali, Hasan
Alaali, Hasan
author_facet Alaali, Hasan
Alaali, Hasan
contents <h3> </h3> <p>This technical archive presents the early-stage validation of the Alaali ESG Sensitivity Engine (A-ESI), designated as DFAS Engine 12 under the Dynamic Financial Applied Science (DFAS) framework. The validation applies OLS regression to test how ESG exposure, disclosure quality, and stakeholder pressure affect Return on Assets (ROA), using real-world data from Aluminium Bahrain (Alba) and Alcoa between 2019–2023.</p> <p>The archive includes two files:</p> <ol> <li> <p><strong>Validation Report</strong> (<code>A-ESI_Validation_HasanAlaali.txt</code>) – A formal regression summary and interpretation.</p> </li> <li> <p><strong>Raw Dataset</strong> (<code>A-ESI_Validation_Dataset.xlsx</code>) – Manually constructed ESG and ROA panel data used for the regression.</p> </li> </ol> <p> </p>
format Recurso digital
id zenodo_https___doi_org_10_5281_zenodo_15439615
institution Zenodo
language
publishDate 2025
publisher Zenodo
record_format zenodo
spellingShingle Early-Stage Validation of the Alaali ESG Sensitivity Engine (A-ESI) Using OLS Regression
Alaali, Hasan
Alaali, Hasan
DFAS
ESG Volatility
ESG Sensitivity
ESG Disclosure
A-ESI
ROA
AFMF
Financial Risk
hasan alaali
ESG Regression
<h3> </h3> <p>This technical archive presents the early-stage validation of the Alaali ESG Sensitivity Engine (A-ESI), designated as DFAS Engine 12 under the Dynamic Financial Applied Science (DFAS) framework. The validation applies OLS regression to test how ESG exposure, disclosure quality, and stakeholder pressure affect Return on Assets (ROA), using real-world data from Aluminium Bahrain (Alba) and Alcoa between 2019–2023.</p> <p>The archive includes two files:</p> <ol> <li> <p><strong>Validation Report</strong> (<code>A-ESI_Validation_HasanAlaali.txt</code>) – A formal regression summary and interpretation.</p> </li> <li> <p><strong>Raw Dataset</strong> (<code>A-ESI_Validation_Dataset.xlsx</code>) – Manually constructed ESG and ROA panel data used for the regression.</p> </li> </ol> <p> </p>
title Early-Stage Validation of the Alaali ESG Sensitivity Engine (A-ESI) Using OLS Regression
topic DFAS
ESG Volatility
ESG Sensitivity
ESG Disclosure
A-ESI
ROA
AFMF
Financial Risk
hasan alaali
ESG Regression
url https://doi.org/10.5281/zenodo.15439615