Energy Policy · 2009 · 239 citations · 36 references
BusinessEconomicsFinanceEnergy EconomicsFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsCapital MarketsCommodity Price DynamicsEnergy Commodity MarketsMarket AnomaliesVolatility ModelingElectricity Price VolatilityEnergy Price ShocksEnergy Price Volatility ModelingTime Series Volatility ModelingTime-varying Volatility Models
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
Generalized autoregressive conditional heteroskedasticity
Tim Bollerslev · Journal of Econometrics · 1986 · 22.3K citations · Full text
Business, Finance, Econometrics +11
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text