MRAOUA, Mohammed; ELLAIA, Rachid; HAMI, Abdelkhalak EL - In: Journal of Applied Economic Sciences Quarterly VIII (2013) 2, pp. 174-183
This paper seeks to examine the empirical association between weather and the Casablanca stock market returns and volatility. We choose stock indexes of three weather-sensitive sectors that account for 40% of Morocco's GDP to test the impact of weather on the Moroccan economy. We use an...