M. Angeles Carnero

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Studies published by M. Angeles Carnero.

Studies lacking replication:


Replicated studies:

Replications:

  • M. Angeles Carnero, Ana Pérez. Leverage effect in energy futures revisited (Energy Economics forthcoming).
    JEL codes: C22, G10, Q40 - General. Methods: Generalized autoregressive conditional heteroskedasticity (GARCH) Software: -
    Data availability unknown; Readme availability unknown; Code availability unknown
    Replicated study: Ladislav Kristoufek. Energy Economics 2014.
    JEL codes: C10, G10, Q40. Keywords: Energy commodities, Leverage effect, Volatility, Long-term memory
    Data: -. Type: reproduction (new methods). Result: successful. Call into question: no. Replication authors statement: -.

Corrections:

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