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Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? : dependence risk analysis and portfolio optimization

Hernandez, Jose Arreola - In: Energy economics 45 (2014), pp. 528-536

Persistent link: https://www.econbiz.de/10010506548

Are Oil and Gas Stocks from the Australian Market Riskier than Coal and Uranium Stocks? Dependence Risk Analysis and Portfolio Optimization

Arreola Hernández, José - 2016

This articlemodels the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios fromthe Australian market in the context of the global financial crisis of 2008–2009. The modeling framework implemented consists of pair vine copulas...

Persistent link: https://www.econbiz.de/10012990828

The Fukushima Nuclear Accident, Damage Compensation Resolution and Energy Stock Returns

Serita, Toshio - 2012

In this paper, we investigate both the market reaction soon after the accident and the market reaction when the Nuclear Damage Liability Facilitation Fund Act was passed and signed into law. TEPCO, the damaged electric power company's stock price lost the largest consecutively for direct damage...

Persistent link: https://www.econbiz.de/10013101501

US stock returns and oil prices : the tale from daily data and the 2008 - 2009 financial crisis

Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy economics 36 (2013), pp. 1-18

Persistent link: https://www.econbiz.de/10009724771

Weekday variations in short-term contrarian profits in futures markets

Lin, J. Barrie; Onochie, Joseph I.; Wolf, Avner S. - In: Review of financial economics : RFE 8 (1999) 2, pp. 139-148

Persistent link: https://www.econbiz.de/10001509966

Memory in returns and volatilities of futures' contracts

Crato, Nuno; Ray, Bonnie K. - In: The journal of futures markets 20 (2000) 6, pp. 525-543

Persistent link: https://www.econbiz.de/10001509972

Do trading rules based upon winners and losers work across markets? : Evidence from the Pacific Basin and US markets

Fung, Hung-gay; Leung, Wai K.; Patterson, Gary A. - In: Multinational finance journal : MF ; quarterly … 3 (1999) 1, pp. 41-70

Persistent link: https://www.econbiz.de/10001510067

The impact of bank mergers on shareholder returns : a comparative analysis of interstate and intrastate activity during the 1990s

Tripp, James D.; Toyne, Michael F. - In: Journal of business and economic perspectives 25 (1999) 2, pp. 85-95

Persistent link: https://www.econbiz.de/10001510379

The euro-dollar exchange rate in search of fundamentals

De Grauwe, Paul - 2000

Persistent link: https://www.econbiz.de/10001511317

Coincident and leading indicators of the stock market

Chauvet, Marcelle; Potter, Simon M. - In: Journal of empirical finance 7 (2000) 1, pp. 87-111

Persistent link: https://www.econbiz.de/10001511701