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Predictors of excess return in a green energy equity portfolio: Market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of Risk and Financial Management 15 (2022) 2, pp. 1-31
The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....
Persistent link: https://www.econbiz.de/10013201383
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Predictors of excess return in a green energy equity portfolio : market risk, market return, value-at-risk and or expected shortfall?
Abraham, Rebecca; El-Chaarani, Hani; Tao, Zhi - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-31
The rapid growth of electric vehicles, solar roofs, and wind power suggests that the potential growth in green equity investments is an emerging trend. Accordingly, this study measured the predictors of excess equity returns in a portfolio of global green energy producers, from 2010 to 2019....
Persistent link: https://www.econbiz.de/10012872607
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The valuation of cryptocurrencies in single-asset and multiple-asset models
Abraham, Rebecca; Tao, Zhi - In: Theoretical economics letters 9 (2019) 4, pp. 1093-1113
Persistent link: https://www.econbiz.de/10012023204
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An exploration of earnings whispers forecasts as predictors of stock returns
Abraham, Rebecca - In: Journal of economic studies 32 (2005) 5/6, pp. 524-539
Persistent link: https://www.econbiz.de/10003224463
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The role of investor sentiment in the valuation of bitcoin and bitcoin derivatives
Abraham, Rebecca - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 203-223
Persistent link: https://www.econbiz.de/10012510286
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The valuation of currency call options in selected target zones : a theoretical formulation
Abraham, Rebecca - In: International Journal of Financial Markets and … 7 (2020) 3, pp. 265-290
Persistent link: https://www.econbiz.de/10012510293
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Informed trading or liquidity trading : a theoretical formulation
Abraham, Rebecca - In: International Journal of Financial Markets and … 8 (2021) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10012510328
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Hedge fund investing or mutual fund investing : an application of multi-attribute utility theory
Abraham, Rebecca - In: Theoretical economics letters 9 (2019) 4, pp. 605-632
Persistent link: https://www.econbiz.de/10012022933
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Pricing currency call options
Abraham, Rebecca - In: Theoretical economics letters 8 (2018) 11, pp. 2271-2289
Persistent link: https://www.econbiz.de/10011911640
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The valuation of currency put options
Abraham, Rebecca - In: Theoretical economics letters 8 (2018) 11, pp. 2569-2593
Persistent link: https://www.econbiz.de/10011911753