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1-7 of 7 results for TIME VARYING RISK PREMIA

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Research article

First published 1993-12

A Multivariate Test of an Equilibrium APT with Time Varying Risk Premia in the Australian Equity Market

Robert W. Faff

Australian Journal of Management

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Research article

First published 2022-09

Time-Varying Term Structure of Oil Risk Premia

Gonzalo Cortazar, Philip Liedtke, Hector Ortega [...]

The Energy Journal

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Research article

First published 2008-06

Size,Book to Market and Momentum Effects in the Australian Stock Market

Konstantinos Kassimatis

Australian Journal of Management

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Research article

First published 2024-11

Strategic Commodities' Price Risk and Financial Contagion in Oil and Gas Exporting Countries

Ilyes Abid, Khaled Guesmi, Christian Urom [...]

The Energy Journal

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Other

First published 2003-01

Cointegration and Market Efficiency

Richard J. Sweeney

Journal of Emerging Market Finance

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Research article

First published 2012-04

Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity

Wolfgang Karl Hrdle, Maria Osipenko

The Energy Journal

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Research article

First published 2012-4

The Return Predictability and Market Efficiency of the KLSE CI Stock Index Futures Market

J.L. Ford, Wee Ching Pok, S. Poshakwale

Journal of Emerging Market Finance