Oslo Stock Exchange and the Weather

Bernt Arne Ødegaard, University of Stavanger

Abstract

We investigate empirical links between Oslo Stock Exchange and the weather, asking whether daily returns on the market, or market trading activity, seems to be related to the weather. We use this investigation to illustrate empirical methods and empirical thinking in financial economics.

Paper

Poster

Talks

R code examples

Stock Market data

Available from my homepage

Meteorological Data

The meteorological data has been downloaded from eklima.net. Below are provided the datasets used in the paper. For proper meteorological data for other uses one should get data directly from eklima.net