A Market–Climate Change Model for Weather-Sensitive Sectors: Moving Average Approaches

Authors

  • Svetlana Vlady Brooklyn College The City University of New York

DOI:

https://doi.org/10.33423/jsis.v14i2.1381

Keywords:

Innovation, Sustainability, Exponential Moving Average, ARIMA

Abstract

The weather has become more unpredictable and unseasonal. In Australia, weather-sensitive sectors are the key players in the economy. The main objective of this research is to raise awareness of environmental issues in investment decisions and develop a new Market–Climate Change Model. The Moving Average (MA), the Exponential Moving Average (EMA), and the Auto-Regressive Integrated Moving Average (ARIMA) techniques have been used to test a model. The results of this study indicate that weather-related variables influence the investment returns of weather-sensitive companies and should be included in the market model to support sound investment decisions.

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Published

2019-04-22

How to Cite

Vlady, S. (2019). A Market–Climate Change Model for Weather-Sensitive Sectors: Moving Average Approaches. Journal of Strategic Innovation and Sustainability, 14(2). https://doi.org/10.33423/jsis.v14i2.1381

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Section

Articles