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Search: subject:"Inverse leverage effect"
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Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Qu, Hui
;
Duan, Qingling
;
Niu, Mengyi
- In:
Energy economics
74
(
2018
),
pp. 767-776
Persistent link: https://www.econbiz.de/10011972967
Saved in:
2
Does Indian spot electricity price series exhibit
inverse-leverage
effect
?
Girish, Godekere Panchakshara Murthy
;
Vijayalakshmi, Sedidi
- In:
Theoretical economics letters
8
(
2018
)
3
,
pp. 234-240
Persistent link: https://www.econbiz.de/10011822565
Saved in:
3
Modelling energy spot prices: Empirical evidence from NYMEX
Nomikos, Nikos
;
Andriosopoulos, Kostas
- In:
Energy Economics
34
(
2012
)
4
,
pp. 1153-1169
, whereas for the remaining energy markets we find the presence of an “
inverse
leverage
”
effect
. Also, the addition of the …
Persistent link: https://www.econbiz.de/10011039557
Saved in:
4
Modelling energy spot prices : empirical evidence from NYMEX
Nomikos, Nikos K.
;
Andriosopoulos, Kostas
- In:
Energy economics
34
(
2012
)
4
,
pp. 1153-1169
Persistent link: https://www.econbiz.de/10009688111
Saved in:
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