A TARCH examination of the return volatility-volume relationship in electricity futures
Year of publication: |
2006
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Authors: | Hadsell, Lester |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 12 (1.8.), p. 893-901
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Subject: | Rohstoffderivat | Commodity derivative | Elektrizität | Electricity | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | USA | United States | 1996-1999 |
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