Suchergebnisse

Green Bond and Implied Volatilities: Dynamic Causality, Spillovers, and Implications for Portfolio Management

In: ENEECO-D-21-01496

Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets

In: Energy economics, Band 92, S. 104947

ISSN: 1873-6181

Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets

In: CAMA Working Paper No. 42/2020

Interconnectedness in the Australian National Electricity Market: A Higher Moment Analysis

In: CAMA Working Paper No. 49/2020

Predicting Loss Severities for Residential Mortgage Loans: A Three-step Selection Approach

In: CIFR Paper

Liquidity Constraints, Home Equity and Residential Mortgage Losses

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

In: Energy economics, Band 134, S. 107559

ISSN: 1873-6181

Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

In: CAMA Working Paper 36/2023

Effect of stock basket trading on the liquidity of underlying stocks: Evidence from a market with short-sale constraints

Dynamic Volatility Connectedness between Thermal Coal Futures and Major Cryptocurrencies: Evidence from China

In: Energy Economics, Forthcoming

Asymmetric Relationship Between Order Imbalance and Realized Volatility: Evidence from the Australian Market

In: International Review of Economics & Finance, Band 62

Dynamic Spillover between Commodities and Commodity Currencies During United States Q.E

In: Energy Economics, Forthcoming

Natural Gas and the Utility Sector Nexus in the U.S.: Quantile Connectedness and Portfolio Implications

In: ENEECO-D-22-01018

Does the U.S. Export Inflation? Evidence from the Dynamic Inflation Spillover between the U.S. And Eagles

In: FINANA-D-23-00477

Effect of Stock Basket Trading on the Liquidity of Underlying Stocks: Evidence from a Market with Short-Sale Constraints

In: PBFJ-D-22-00078