The Effect of Crude Oil Price Moments on Socially Responsible Firms in Eurozone
The present study examines the effect of moments of crude oil prices including the variance, skewness and kurtosis, on the returns of the Dow Jones Sustainability Index (DJSI) of the Eurozone. The GARCH model is employed to examine the relationship of these moments with the DJSI of the Eurozone, for...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2016-06-01
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| Series: | International Journal of Energy Economics and Policy |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/pub/ijeeep/issue/31917/351090?publisher=http-www-cag-edu-tr-ilhan-ozturk |