Addressing COP21 using a stock and oil market integration index

Author:

Batten Jonathan A.,Kinateder Harald,Szilagyi Peter G.,Wagner Niklas F.

Publisher

Elsevier BV

Subject

Management, Monitoring, Policy and Law,General Energy

Reference37 articles.

1. Financial market integration: theory and empirical results;Arouri;Econ. Model.,2012

2. An international CAPM for partially integrated markets: theory and empirical evidence;Arouri;J. Bank. Financ.,2012

3. Common cycles and common trends in the stock and oil markets: evidence from more than 150 years of data;Balcilar;Energy Econ.,2017

4. Bank for International Settlements (BIS), 2016.Triennial Central Bank Survey of Foreign Exchange and OTC Derivatives Markets in 2016. Basel, Switzerland (updated 11 December 2016). 〈https://www.bis.org/publ/rpfx16.htm〉.

5. Can stock market investors hedge energy risk? Evidence from Asia;Batten;Energy Econ.,2017

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