Narrow search
Showing 1 - 5 of 5
Cover Image
Return and volatility dynamics in the spot and futures markets in Australia : an intervention analysis in a bivariate EGARCH-X framework
Bhar, Ramaprasad - In: The journal of futures markets 21 (2001) 9, pp. 833-850
Persistent link: https://www.econbiz.de/10001595309
Cover Image
Risk premium in electricity prices : evidence from the PJM market
Xiao, Yuewen; Colwell, David B.; Bhar, Ramaprasad - In: The journal of futures markets 35 (2015) 8, pp. 776-793
Persistent link: https://www.econbiz.de/10011392653
Cover Image
Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-807
Persistent link: https://www.econbiz.de/10009157424
Cover Image
Return and Volatility Dynamics in the Spot and Futures Markets in Australia: An Intervention Analysis in a Bivariate EGARCH-X Framework
Bhar, Ramaprasad - In: The journal of futures markets 21 (2001) 9, pp. 833-850
Persistent link: https://www.econbiz.de/10006831856
Cover Image
Time‐varying market price of risk in the crude oil futures market
Bhar, Ramaprasad; Lee, Damien - In: The journal of futures markets 31 (2011) 8, pp. 779-808
Persistent link: https://www.econbiz.de/10009134886