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Modelling the volatility of the Spanish wholesale electricity spot market : asymmetric GARCH models vs. threshold ARSV model
Montero, José-María; García-Centeno, Maria C.; … - In: Estudios de economía aplicada : revista promovida por … 29 (2011) 2, pp. 597-616
Persistent link: https://www.econbiz.de/10009712228
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Natural disasters, stock price volatility in the property-liability insurance market and sustainability : an unexplored link
Montero, José-María; Naimy, Viviane; Farraj, Nermeen Abi - In: Socio-economic planning sciences : the international … 91 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014528750
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Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach
Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10014249933