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Industrial electricity : the business cycle and state level risk premiums

Sundsbø, Simen Elsrud; Cojocarescu, Maria
Master thesis
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URI
http://hdl.handle.net/11250/2479394
Date
2017
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  • Master of Science [1116]
Abstract
Industrial electricity usage measured at the state level can predict stock returns

of companies with headquarters in the state. Although predictive powers vary from

state to state, we show that in general there is a state local relationship between

industrial electricity usage and stock returns. We also find that the state level

industrial electricity usage has stronger predictive powers on the risk premiums on

the state level stock indexes than national industrial electricity usage has on risk

premiums on the broad U.S stock index.
Description
Masteroppgave(MSc) in Master of Science in Finance - Handelshøyskolen BI, 2017
Publisher
BI Norwegian Business School

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