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Leverage effect in energy futures (Energy Economics 2014)
Article data -  +
Article data type -
Article data used -  +
Article edition 45
Article journal [[:Category:Energy Economics|Energy Economics]]
Article methods and estimation -
Article origin of data used -
Article pages 1-9
Article program code -  +
Article readme -  +
Article software used -
Article year 2014
Articleauthors Ladislav Kristoufek +
Articlejel C10 + , G10 + , Category:Q40 - General +
Articlekeywords Energy commodities + , Leverage effect + , Volatility + , Long-term memory +
DOI [https://doi.org/10.1016/j.eneco.2014.06.009 10.1016/j.eneco.2014.06.009]  +
EconPapers/RePEc [http://EconPapers.repec.org/RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9 RePEc:eee:eneeco:v:45:y:2014:i:c:p:1-9]  +
IDEAS/RePEc [http://ideas.repec.org/a/eee/eneeco/v45y2014icp1-9.html a/eee/eneeco/v45y2014icp1-9.html]  +
Replication JEL codes C22 , G10 , Q40
Replication authors M. Angeles Carnero , Ana Pérez
Replication authors statement -  +
Replication call into question 0 - no  +
Replication edition -
Replication journal [[:Category:Energy Economics|Energy Economics]]
Replication keywords Conditional heteroscedasticity  + , Quasi maximum likelihood  + , Robust estimators  + , TGARCH  + , EGARCH  + , FIEGARCH  +
Replication pages -
Replication raw data -  +
Replication result 1 - successful  +
Replication type 3 - reproduction (new methods)  +
Replication year forthcoming
Categories Replicated study  + , Energy Economics 2014 (45)  + , Studies with forthcoming replication  +
Modification dateThis property is a special property in this wiki. 21 October 2019 14:27:20  +
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