Predictors of Excess Return in a Green Energy Equity Portfolio: Market Risk, Market Return, Value-at-Risk and or Expected Shortfall?
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Cited by:
- Syuhada, Khreshna & Hakim, Arief, 2024. "Risk quantification and validation for green energy markets: New insight from a credibility theory approach," Finance Research Letters, Elsevier, vol. 62(PA).
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Keywords
green equities; Capital Asset Pricing Model; Fama–French Three-Factor Model; Fama–French Five-Factor Model; Value-at-Risk; Expected Shortfall;All these keywords.
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