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The impact of carbon risk on stock returns : evidence from the European electric utilities

Bernardini, Enrico; Di Giampaolo, Johnny; Faiella, Ivan; … - In: Journal of sustainable finance & investment 11 (2021) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10012439227

The impact of regulatory change on EU energy utility returns : the three liberalization packages

Tulloch, Daniel J.; Diaz-Rainey, Ivan; Premachandra, I. M. - In: Applied economics 50 (2018) 9, pp. 957-972

Persistent link: https://www.econbiz.de/10011848200

Risk Factors in Energy Utility Returns : An Augmented-Four-Factor Model

Tulloch, Daniel J. - 2016

In this paper we utilise the risk factors from both the finance and energy economics literatures to develop an improved … addition, we undertake inter-sectoral and inter-temporal analyses using the risk factors in our AFFM. Our results show our AFFM … captures the greatest proportion of returns relative to other models. Further, stock market risk factors (most notably the …

Persistent link: https://www.econbiz.de/10012997935

2002 German federal elections and associated energy policy : how were energy corporations financially affected?

Oberndorfer, Ulrich; Ziegler, Andreas - In: Jahrbücher für Nationalökonomie und Statistik 229 (2009) 5, pp. 570-583

Persistent link: https://www.econbiz.de/10003890538

Correlations among forward returns in the Nordic electricity market

Frestad, Dennis - In: International journal of theoretical and applied finance 12 (2009) 5, pp. 589-603

Persistent link: https://www.econbiz.de/10003899483

Modelling the distribution of day-ahead electricity returns : a comparison

Sapio, Sandro - 2010

This paper contributes to characterizing the probability density of the price returns in some European day-ahead electricity markets (NordPool, APX, Powernext) by fitting some flexible and general families of distributions, such as the α-stable, Normal Inverse Gaussian (NIG), Exponential Power...