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Impact of raw material price volatility on returns in electric vehicles supply chain
Alekseev, Oleg
;
Janda, Karel
;
Petit, Mathieu
; …
-
2023
This paper investigates the impact of volatility in the upstream electric vehicles (EV) battery raw materials market on the downstream stock returns of individual EV producers. The study uses the daily stock returns of two lithium producers and the newly proposed EGARCH-EARJI model to capture...
Persistent link: https://www.econbiz.de/10014333568
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Consistent pretesting for jumps
Corradi, Valentina
;
Silvapulle, Mervyn J.
;
Swanson, …
-
2014
, even if the true intensity is identically zero. This paper introduces tests for
jump
intensity
, based on both in-fill and …
Persistent link: https://www.econbiz.de/10010361470
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