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Robust estimation of integrated variance and quarticity under flat price and no trading bias
Schulz, Frowin C. - 2010 - 2nd version: August 7, 2010
; Zero-Returns ; Price Jumps ; Robust Estimation ; High-Frequency Data ; Electricity Forward Contract …. Additionally, we examine the new approach empirically with a dataset of electricity forward contracts traded on the Nord Pool …
Persistent link: https://www.econbiz.de/10008939379
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Explaining time-varying risk of electricity forwards : trading activity and news announcements
Schulz, Frowin C. - 2010 - 2nd version: March 25, 2011
We elaborate economic explanations for the time-varying risk of month, quarter and year base load electricity forward … analysis also provides economic evidence for the occurrence of price jumps. -- Electricity Forward Contract ; High Frequency …
Persistent link: https://www.econbiz.de/10008989697
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Ökonometrische Untersuchung der Spotpreisnotierungen des liberalisierten Elektrizitätsmarktes in Deutschland
Federico, Tobias - In: Liberalisierte Energiemärkte : Strategie, Prognose, …, (pp. 53-72). 2002
Persistent link: https://www.econbiz.de/10001756577
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Efficiency of Bangladesh stock market : evidence from monthly index and individual firm data
Hassan, M. Kabir; Chowdhury, S. S. H. - In: Applied financial economics 18 (2008) 7/9, pp. 749-758
Persistent link: https://www.econbiz.de/10003739376
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Potential gains from international portfolio diversification? : Stock market linkages between the Japanese and South Asian markets
Narayan, Paresh Kumar; Smyth, Russell; Nandha, Mohan - In: South Asia in the era of globalization : trade, …, (pp. 59-70). 2005
Persistent link: https://www.econbiz.de/10003156287
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Jump, non-normal error distribution and stock price volatility : a nonparametric specification test
Rahman, Mohammad Masudur; Ara, Laila Arjuman; Zheng, … - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 101-121
Persistent link: https://www.econbiz.de/10003851283
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Monthly seasonality in emerging market : evidence from Bangladesh
Rahman, Md. Lutfur; Amin, Abu S. - In: The global journal of finance and economics 8 (2011) 1, pp. 61-76
Persistent link: https://www.econbiz.de/10009248022
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Measuring weak-form of market efficiency : the case of Dhaka stock exchange
Dulal Miah, Md.; Banik, Shubha Lal - In: International journal of financial services management … 6 (2013) 3, pp. 219-235
Persistent link: https://www.econbiz.de/10010338904
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Statistical properties of daily returns from the Dhaka Stock Exchange
Chowdhury, Abdur R. - In: The Bangladesh development studies : the journal of the … 22 (1996) 4, pp. 61-76
Persistent link: https://www.econbiz.de/10001232059
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Market efficiency in emerging stock markets : the case of Dhaka stock exchange (DSE)
Ahmed, M. Farid - In: Savings and development : quarterly review 26 (2002) 1, pp. 49-68
Persistent link: https://www.econbiz.de/10001683577