Table 3.

Definition of ESG variables

ESG performance, ESG pillars and ESG dimensions (source: Refinitiv)
VariableDescription measureESG predictor
ESG performance (ESG_perf)Weighted average of the ESG scores and ESG controversies (captured from global media sources)It is a combined indicator of ESG pillars [i.e. the environmental pillar (ENV), the social pillar (SOC), the governance pillar (GOV)], discounted for ESG controversies
ESG pillarDescription measureESG dimensions
Environmental (ENV)Environmental performance measures a company’s capacity to reduce environmental emissions, to efficiently use natural resources in the production processes and to support the research and development of eco-efficient products and servicesIt is based on three dimensions: ENV_Ru (resource use efficiency), ENV_Em (emission and waste reduction), ENV_In (environmental innovation)
ENV_Ru = efficiency in reducing the use of materials, energy or water and capacity to find more eco-efficient solutions for the business processes
ENV_Em = commitment and effectiveness in reducing environmental emissions and waste in operational activities
ENV_In = capacity to reduce the environmental burdens and costs for its clients and to create new opportunities for eco-designed products and services
Social (SOC)Social performance measures a company’s capacity to generate trust and loyalty in its workforce, to respect the fundamental conventions of human rights, to be a good citizen, to protect public health, to respect business ethics and to create value-added products and servicesIt is based on four dimensions: SOC_Wf (workforce), SOC_Hr (human rights), SOC_com (community), SOC_prd (product responsibility)
SOC_Wf = effectiveness toward job satisfaction, safe and healthy workplace, while developing both equal and diversity opportunity
SOC_Hr = effectiveness in respecting fundamental human rights conventions
SOC_com = commitment to being a good citizen, respecting business ethics and protecting public health
SOC_prd = capacity to offer high quality products and services, regarding the customers’ health and safety, data privacy and integrity
Governance (GOV)Corporate governance performance measures a company’s capacity to act in the best interest of its shareholders through management systems and processes (structure and functions of the board of directors, compensation policy, etc.)It combines three dimensions: GOV_Mo (management and oversight), GOV_shr (shareholders rights), GOV_csr (CSR strategy)
GOV_Mo = commitment and effectiveness in following corporate governance principles
GOV_shr = effectiveness in treating its shareholders in an equal manner
GOV_csr = way to incorporate social and environmental dimensions in its decision-making processes
Source(s): Authors’ own creation

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