Energy Economics · 2013 · 182 citations · 46 references
Natural ResourcesBusiness EconomicsEconomicsEnergy EconomicsEnergy PolicyFinancial EconomicsCoal EconomicsCoal Market EconomicsEnergy Commodity MarketsGas EconomicsGreenhouse Gas AccountingNatural Gas Market Economics
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Measuring and Testing the Impact of News on Volatility
Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations
Differences of Opinion Make a Horse Race
Milton Harris, Artur Raviv · Review of Financial Studies · 1993 · 1.7K citations
Modeling Asymmetric Comovements of Asset Returns
Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations
Asymmetric correlations of equity portfolios
Andrew Ang, Joseph Chen · Journal of Financial Economics · 2002 · 1.6K citations