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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

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Institution:
University of Oxford
Division:
SSD
Department:
SOGE
Sub department:
Smith School
Role:
Author
Publisher:
European Centre for Energy and Resource Security Publisher's website
Journal:
EUCERS Newsletter Journal website
Issue:
55
Publication date:
2016-06-30
Source identifiers:
633496
Keywords:
Pubs id:
pubs:633496
UUID:
uuid:36288b6c-61bb-4b2b-b93b-41879155271f
Local pid:
pubs:633496
Deposit date:
2016-07-12

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