A TARCH examination of the return volatility-volume relationship in electricity futures
Lester Hadsell
| Year of publication: |
2006
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|---|---|
| Authors: | Hadsell, Lester |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 12 (1.8.), p. 893-901
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| Subject: | Rohstoffderivat | Commodity derivative | Elektrizität | Electricity | Kapitaleinkommen | Capital income | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | USA | United States | 1996-1999 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003377843