Is the effect of Indian energy price shocks asymmetric on the stock market at the firm level? : a panel SVAR approach
Bhagavatula Aruna and Rajesh H. Acharya
| Year of publication: |
2020
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| Authors: | Aruna, Bhagavatula ; Acharya, Rajesh H. |
| Published in: |
Economics and policy of energy and the environment. - Milano : Angeli, ISSN 2280-7659, ZDB-ID 2709690-7. - Vol. 62.2020, 1, p. 191-211
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| Subject: | asymmetric impact | coal price shock | electricity price shock | GMM | Panel Structural Vector Autoregressive (P SVAR) model | Schock | Shock | VAR-Modell | VAR model | Ölpreis | Oil price | Strompreis | Electricity price | Schätzung | Estimation | Panel | Panel study | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Energiemarkt | Energy market |
| 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/10012649738