Work

A TARCH examination of the return volatility–volume relationship in electricity futures

Year: 2006

Type: article

Source: Applied Financial Economics

DOI: 10.1080/09603100500426663

Author: Lester Hadsell

Institution: University at Albany, State University of New York

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1973861973

FWCI: 2.835

Cites: 50

Cited by: 31

Related to: 10