Dow Jones sustainability index transmission to oil stock market returns: A GARCH approach

✍ Scribed by Schaeffer, Roberto; Borba, Bruno S.M.C.; Rathmann, Régis; Szklo, Alexandre; Castelo Branco, David A.

• Book ID: 119237252
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 375 KB
• Volume: 45
• Category: Article
• ISSN: 1751-4223
• DOI: 10.1016/j.energy.2012.06.066