Energy price and returns: a threshold heteroscedasticity model approach

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_00036846_2024_2400381

Full title

Author / Creator

Journal title

Applied economics, 2024-09, p.1-15

Language

English

Formats

Full title

Energy price and returns: a threshold heteroscedasticity model approach

Author / Creator

Record Identifier

TN_cdi_crossref_primary_10_1080_00036846_2024_2400381

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_crossref_primary_10_1080_00036846_2024_2400381

ISSN

0003-6846

E-ISSN

1466-4283

DOI

10.1080/00036846.2024.2400381

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