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University of Otago - Department of Accountancy and Finance
Liberalization, Environmental Policy, Financial Risk, Financial Return
Asset pricing, Systematic risk, Energy utilities, Commodity risk, Stock-market
Commodity Futures; Market Efficiency; Futures Risk Premium; State Space Model; Kalman Filter.
Information spillover, energy futures, Granger causality, principle component factors, impulse response functions
Sector-Level, Asset Pricing, Stock Market, Structural Breaks
Asset Pricing, Systematic Risk, Energy Utilities, Commodity Risk, Liberalization
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