Futures trading, spot price volatility and structural breaks : evidence from energy sector
Sanjeeta Shirodkar, Guntur Anjana Raju
| Year of publication: |
2021
|
|---|---|
| Authors: | Shirodkar, Sanjeeta ; Raju, Guntur Anjana |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 11.2021, 4, p. 230-239
|
| Subject: | Stock Futures | Volatility modelling | ICSS test | AR (1)-GARCH (1.1) | Structural Breaks | Futures trading | Energy Sector | Volatilität | Volatility | Strukturbruch | Structural break | Derivat | Derivative | Energiewirtschaft | Energy sector | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.11086 [DOI] hdl:11159/7772 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012623501