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  5. International Journal of Economics & Business Administration (IJEBA)
  6. IJEBA : Volume III (2015)
  7. IJEBA, Volume 3, Issue 3
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/31477
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dc.contributor.authorVlady, Sveltana-
dc.date.accessioned2018-06-28T08:34:45Z-
dc.date.available2018-06-28T08:34:45Z-
dc.date.issued2015-
dc.identifier.citationVlady, S. (2015). The effect of climate change on Australian stock equity returns. International Journal of Economics & Business Administration, 3(3), 88-109.en_GB
dc.identifier.issn23817356-
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/31477-
dc.description.abstractThis study investigates the climate change impact on Australian stock equity returns. This study empirically examines the effect of climate change on the Australian oil and gas industry and compares to the indexes S&P ASX 200 and All Ordinaries, which are considered as the total indicators for the Australian equity market. This study concludes that investors are rational. However, the climate change information is value relevant for the refining company, which is affected by Australian climate conditions. AR–GARCH model has been applied to investigate the market’s response to climate change. All weather–related variables have been statistically adjusted to the climate change variables.en_GB
dc.language.isoenen_GB
dc.publisherEleftherios Thalassinosen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectClimatic changes -- Economic aspectsen_GB
dc.subjectCapital marketen_GB
dc.subjectPetroleum industry and tradeen_GB
dc.subjectOil industriesen_GB
dc.subjectGas industryen_GB
dc.titleThe effect of climate change on Australian stock equity returnsen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleInternational Journal of Economics & Business Administrationen_GB
Appears in Collections:IJEBA, Volume 3, Issue 3

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