Energy Economics · 2019 · 291 citations · 41 references
AgricultureEconomicsResource EconomicsCommodity MarketsEnergy EconomicsEnergy PolicyCommodity Price DynamicsCommodity Price TransmissionCryptocurrency RegulationElectricity MarketsEnergy Commodity MarketsInformation EconomicsCommodity Market EfficiencyCommodity Market MicrostructureCross-commodity Price LinkagesEnergy Futures MarketsIntermarket Price Relationships
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Measuring Information Transfer
Thomas Schreiber · Physical Review Letters · 2000 · 4.5K citations · Full text
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen · Journal of Financial Economics · 2005 · 2.9K citations