Oil Prices, Fossil-Fuel Stocks and Alternative Energy Stocks
نویسندگان
چکیده
منابع مشابه
Do Speculative Stocks Lower Prices and Increase Volatility of Value Stocks ?
DRAFT February 12, 5 pm (Choose " print layout view " in Word) The influence of speculative stocks on value stocks is examined through a set of economics experiments. The speculative asset is designed to model a company involved in a rapidly growing market that will be saturated at some unknown point. Using a control experiment where both assets are similar value stocks, we find statistical sup...
متن کاملCorporate Social Responsibility, Stocks Prices and Tax Policy
We model a capital market in which some proportion of investors get utility from owning firms that undertake spending on corporate social responsibility (CSR). We also assume different categories of firms: those with good CSR fundamentals and those with poor CSR fundamentals. We develop an equilibrium in which investors’ CSR considerations influence their financial portfolio decisions, influenc...
متن کاملReturns and Volatility of Eurozone Energy Stocks
This paper constitutes a first analysis on stock returns and stock return volatility of energy corporations from the Eurozone. According to our results, the gas market does not play a role for the pricing of Eurozone energy stocks. However, changes in the Euro to U.S. Dollar exchange rate as well as developments at the money and especially at the oil market strongly affect returns of the energy...
متن کاملGold Prices , Exchange Rates , Gold Stocks and the Gold Premium
This paper studies the exposure of the stock prices of Australian gold-mining firms to changes in gold prices and the valuation effects of gold price exposure. Goldmining firms have significant gold price exposure; the price of the average goldmining stock moves 0.76% for each 1.00% change in Australian-dollar-denominated gold prices. Evidence from the behaviour of stock price sensitivities sug...
متن کاملCoupling Index and Stocks
In this paper, we are interested in continuous time models in which the index level induces some feedback on the dynamics of its composing stocks. More precisely, we propose a model in which the log-returns of each stock may be decomposed into a systemic part proportional to the log-returns of the index plus an idiosyncratic part. We show that, when the number of stocks in the index is large, t...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Economics and Finance
سال: 2015
ISSN: 1916-9728,1916-971X
DOI: 10.5539/ijef.v7n7p43