Similar Search Results - EconBiz

The relationships between sentiment, returns and volatility

Wang, Yaw-Huei; Keswani, Aneel; Taylor, Stephen - In: International journal of forecasting 22 (2006) 1, pp. 109-123

Persistent link: https://www.econbiz.de/10003283957

Heterogeneous price dynamics in U.S. regional electricity markets

Dias, José G.; Ramos, Sofia B. - In: Energy Economics 46 (2014) C, pp. 453-463

The U.S. electricity wholesale market is organized in several deregulated regional markets. This paper compares price dynamics of electricity in the U.S. wholesale markets and shows that electricity prices from the West and East coasts have different regime dynamics. Our methodology suggests...

Persistent link: https://www.econbiz.de/10011115872

A core-periphery framework in stock markets of the euro zone

Dias, José G.; Ramos, Sofia B. - In: Economic modelling 35 (2013), pp. 320-329

Persistent link: https://www.econbiz.de/10010259434

Oil price asymmetric effects : answering the puzzle in international stock markets

Ramos, Sofia B.; Veiga, Helena - In: Energy economics 38 (2013), pp. 136-145

Persistent link: https://www.econbiz.de/10009764598

An overview of electricity price regimes in the U.S. wholesale markets

Dias, José G.; Ramos, Sofia B. - In: The interrelationship between financial and energy markets, (pp. 215-232). 2014

Persistent link: https://www.econbiz.de/10010411141

Risk factors in the oil industry : an upstream and downstream analysis

Ramos, Sofia B.; Veiga, Helena; Wang, Chih-Wei - In: The interrelationship between financial and energy markets, (pp. 3-32). 2014

Persistent link: https://www.econbiz.de/10010411181

Clustering financial time series : new insights from an extended hidden Markov model

Dias, José G.; Vermunt, Jeroen K.; Ramos, Sofia B. - In: European journal of operational research : EJOR 243 (2015) 3, pp. 852-864

Persistent link: https://www.econbiz.de/10010513848

Heterogeneous price dynamics in US regional electricity markets

Dias, José G.; Ramos, Sofia B. - In: Energy economics 46 (2014), pp. 453-463

Persistent link: https://www.econbiz.de/10011298959

The cyclical behaviour of commodities

Pereira, Marcelo; Ramos, Sofia B.; Dias, José G. - In: The European journal of finance 23 (2017) 10/12, pp. 1107-1128

Persistent link: https://www.econbiz.de/10011741466

Have world, country, and industry risks changed over time? : An investigation of the volatility of developed stock markets

Ferreira, Miguel A.; Gama, Paulo M. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 195-222

Persistent link: https://www.econbiz.de/10002699514

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