Work

Leverage effect in energy futures

Year: 2014

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2014.06.009

Author: Ladislav Kristoufek

Institutions: Charles University, Czech Academy of Sciences, Institute of Information Theory and Automation

Language: English

Topic: Complex Systems and Time Series Analysis

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: European Commission, Grantová Agentura České Republiky, FP7 Socio-Economic Sciences and Humanities

Awards: G3207356259, G393177772, Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents, G5702163051, Bivariate long memory analysis of financial time series, G7127821973, Developing Analytical Framework for Energy Security: Time-Series Econometrics, Game Theory, Meta-Analysis and Theory of Regulation

OpenAlex ID: W3124256151

FWCI: 14.08

Cites: 63

Cited by: 77

Related to: 10