World energy futures market efficiency and its determinants : evidence from white noise test based on block-wise wild bootstrap approach
Ashutosh Dash, Sangram Keshari Jena, Aviral Kumar Tiwari and Satish Kumar
| Year of publication: |
2025
|
|---|---|
| Authors: | Dash, Ashutosh ; Jena, Sangram Keshari ; Tiwari, Aviral Kumar ; Kumar, Satish |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 53, p. 9019-9033
|
| Subject: | automatic variance ratio | Energy futures | liquidity & volatility | time varying efficiency | white noise test | Bootstrap-Verfahren | Bootstrap approach | Volatilität | Volatility | Effizienzmarkthypothese | Efficient market hypothesis | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2405660 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015546636