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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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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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Crashes, volatility, and the equity premium : lessons from S&P 500 options
Santa-Clara, Pedro; Yan, Shu - In: The review of economics and statistics 92 (2010) 2, pp. 435-451
Persistent link: https://www.econbiz.de/10008737706
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Are earnings inequality and mobility overstated? : The impact of nonclassical measurement error
Gottschalk, Peter; Huynh, Minh - In: The review of economics and statistics 92 (2010) 2, pp. 302-315
Persistent link: https://www.econbiz.de/10008737736
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The effect of long memory in volatility on stock market fluctuations
Christensen, Bent Jesper; Nielsen, Morten Ørregaard - In: The review of economics and statistics 89 (2007) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10003567153
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Roughing it up : including jump components in the measurement, modeling, and forecasting of return volatility
Andersen, Torben; Bollerslev, Tim; Diebold, Francis X. - In: The review of economics and statistics 89 (2007) 4, pp. 701-720
Persistent link: https://www.econbiz.de/10003567164
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Identifying the sources of instabilities in macroeconomic fluctuations
Inoue, Atsushi; Rossi, Barbara - In: The review of economics and statistics 93 (2011) 4, pp. 1186-1204
Persistent link: https://www.econbiz.de/10009379806
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Unemployment and productivity in the long run : the role of macroeconomic volatility
Benigno, Pierpaolo; Ricci, Luca Antonio; Surico, Paolo - In: The review of economics and statistics 97 (2015) 3, pp. 698-709
Persistent link: https://www.econbiz.de/10011333058
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Good volatility, bad volatility : signed jumps and the persistence of volatility
Patton, Andrew J.; Sheppard, Kevin - In: The review of economics and statistics 97 (2015) 3, pp. 683-697
Persistent link: https://www.econbiz.de/10011333073
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From the peaks to the valleys : cross-state evidence on income volatility over the business cycle
Carey, Collen; Shore, Stephen H. - In: The review of economics and statistics 95 (2013) 2, pp. 549-562
Persistent link: https://www.econbiz.de/10009763690