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Is real-time pricing green? : the environmental impacts of electricity demand variance
Holland, Stephen P.; Mansur, Erin - In: The review of economics and statistics 90 (2008) 3, pp. 550-561
Persistent link: https://www.econbiz.de/10003754043
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Business conditions and nonrandom walk behaviour of US stocks and bonds returns
Jirasakuldech, Benjamas; Emekter, Riza; Lee, Unro - In: Applied financial economics 18 (2008) 7/9, pp. 659-672
Persistent link: https://www.econbiz.de/10003739279
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Stock market volatility and the great moderation
Campbell, Sean D. - 2005
Persistent link: https://www.econbiz.de/10003159169
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Modelling time-vaying conditionl correlations in the volatility of Tapus oil spot and forward returns
Manera, Matteo; McAleer, Michael; Grasso, Margherita - In: Applied financial economics 16 (2006) 7, pp. 525-533
Persistent link: https://www.econbiz.de/10003320406
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A systematic modelling strategy for futures markets volatility
Carvalho, Ana Filipa; Costa, José Sá da; Lopes, José … - In: Applied financial economics 16 (2006) 11, pp. 819-833
Persistent link: https://www.econbiz.de/10003351005
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Country-fund discounts and risk : evidence from stock market volatility and macroeconomic volatility
Chiang, Thomas C.; Kim, Doseong; Lee, Euiseong - In: Journal of economics & business 58 (2006) 4, pp. 303-322
Persistent link: https://www.econbiz.de/10003344333
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Investigating asymmetry in US stock market indexes : evidence from a stochastic volatility model
Cappuccio, Nunzio; Lubian, Diego; Raggi, Davide - In: Applied financial economics 16 (2006) 6, pp. 479-490
Persistent link: https://www.econbiz.de/10003335022
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Diverging trends in aggregate and firm volatility
Comin, Diego; Mulani, Sunil - In: The review of economics and statistics 88 (2006) 2, pp. 374-383
Persistent link: https://www.econbiz.de/10003337250
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Cross-dynamics of volatility term structures implied by foreign exchange options
Krylova, Elizaveta; Nikkinen, Jussi; Vähämaa, Sami - In: Journal of economics & business 61 (2009) 5, pp. 355-375
Persistent link: https://www.econbiz.de/10003882032
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Modeling the time-varying volatility of the paperbill spread
Malik, Farooq; Ewing, Bradley T.; Brown-Kruse, Jamie Lynette - In: Journal of economics & business 61 (2009) 5, pp. 404-414
Persistent link: https://www.econbiz.de/10003882043