Carbon future price return, oil future price return and stock index future price return in the U.S.
Ching-Chun Wei, Ya-Ling Lin
| Year of publication: |
2016
|
|---|---|
| Authors: | Wei, Ching Chun ; Lin, Ya-Ling |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 6.2016, 4, p. 655-662
|
| Subject: | Carbon Future Return | Multivariate Generalized Autoregressive Conditional Heteroskedasticity-Baba | Engle | Kraft | Kroner | Volatility | USA | United States | Volatilität | Kapitaleinkommen | Capital income | Index-Futures | Index futures | Börsenkurs | Share price | Rohstoffderivat | Commodity derivative | Treibhausgas-Emissionen | Greenhouse gas emissions | Derivat | Derivative | Ölpreis | Oil price | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011550607