Journal article
Risk factors in energy utility returns: an augmented-four-factor model
- Abstract:
- A central theme in the finance and energy economics literatures is examining the relationship between risk and return. While a large literature on asset pricing in the context of the oil & gas industry exists,1 asset pricing research on EU energy utilities is largely limited to Oberndorfer (2009) and Koch and Bassen (2013). This is surprising given the importance of the sector and the dramatic changes it has experienced in recent years.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
Actions
Authors
Bibliographic Details
- Publisher:
- European Centre for Energy and Resource Security Publisher's website
- Journal:
- EUCERS Newsletter Journal website
- Issue:
- 55
- Publication date:
- 2016-06-30
Item Description
- Keywords:
- Pubs id:
-
pubs:633496
- UUID:
-
uuid:36288b6c-61bb-4b2b-b93b-41879155271f
- Local pid:
- pubs:633496
- Source identifiers:
-
633496
- Deposit date:
- 2016-07-12
Terms of use
- Copyright holder:
- King's College London
- Copyright date:
- 2016
- Notes:
-
This is the
publisher's version of a newsletter published by the European Centre for Energy and Resource Security on 2016-06-30, also available online: https://www.kcl.ac.uk/sspp/departments/warstudies/research/groups/eucers/newsletter/newsletter55.pdf
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