Dow Jones sustainability index transmission to oil stock market returns: A GARCH approach

Energy

Volumn 45, Issue 1, 2012, Pages 933-943

  Schaeffer, Roberto ^a   Borba, Bruno S M C ^a   Rathmann, Régis ^a   Szklo, Alexandre ^a   Castelo Branco, David A ^a  

^a FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Dow Jones sustainability index; Oil companies; Stock prices

Indexed keywords

CRUDE OIL; ENVIRONMENTAL MANAGEMENT; INDUSTRY; SENSITIVITY ANALYSIS; SUSTAINABLE DEVELOPMENT;

CAPITAL MARKETS; CONDITIONAL VARIANCE; CRUDE OIL PRICES; DOW JONES; MARKET VALUES; OIL COMPANIES; OIL PRICES; OIL STOCKS; STOCK PRICE; SUSTAINABILITY INDEX;

INVESTMENTS;

ADHESION; CAPITAL MARKET; CRUDE OIL; HYPOTHESIS TESTING; MARKET DEVELOPMENT; OIL INDUSTRY; SUSTAINABLE DEVELOPMENT;

EID: 84865423366     PISSN: 03605442     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.energy.2012.06.066     Document Type: Article

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