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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

Range-based covariance estimation using high-frequency data : the realized co-range

Bannouh, Karim (contributor); Dijk, Dick van (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003754160

Asymmetry and leverage in realized volatility

Asai, Manabu (contributor); McAleer, Michael (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003780794

Interpreting the great moderation : changes in the volatility of economic activity at the macro and micro levels

Davis, Steven J. (contributor); Kahn, James A. (contributor) - 2008

We review evidence on the Great Moderation together with evidence about volatility trends at the micro level to develop a potential explanation for the decline in aggregate volatility since the 1980s and its consequences. The key elements are declines in firm-level volatility and aggregate...