The cross-section of returns, benchmark model parameters, and idiosyncratic volatility of nuclear energy firms after Fukushima Daiichi
Year of publication: |
2014
|
---|---|
Authors: | Lopatta, Kerstin ; Kaspereit, Thomas |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 41.2014, p. 125-136
|
Subject: | Renewable energy | Nuclear energy | Event study | Cross-sectional analysis | Fukushima Daiichi | 4-Factor model | Idiosyncratic volatility | Model parameters | Volatilität | Volatility | Kernenergie | Erneuerbare Energie | Börsenkurs | Share price | Japan | Ereignisstudie | Welt | World |
-
Lopatta, Kerstin, (2014)
-
Tail risk and extreme events : connections between oil and clean energy
Di Febo, Elisa, (2021)
-
Do markets Trump politics? : fossil and renewable market reactions to major political events
Mukanjari, Samson, (2024)
- More ...
-
Board members in squeeze-out transctions : an event study analysis
Kaspereit, Thomas, (2017)
-
Lopatta, Kerstin, (2016)
-
Kaspereit, Thomas, (2016)
- More ...