Concepedia

Drivers and pass-through of the EU ETS price: Evidence from the power sector

Yiyi Bai, Samuel J Okullo

Energy Economics · 2023 · 29 citations · 36 references

DOI

Concepts

References

36

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.8K citations

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Expected stock returns and volatility

Kenneth R. French, G. William Schwert, Robert F. Stambaugh · Journal of Financial Economics · 1987 · 4.3K citations · Full text

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A Robust Test for Weak Instruments

José Luis Montiel Olea, Carolin Pflueger · Journal of Business and Economic Statistics · 2013 · 1.1K citations

, , +16

There is a risk-return trade-off after all

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Financial Economics · 2005 · 1.1K citations

, , +12

Predicting volatility: getting the most out of return data sampled at different frequencies

Éric Ghysels, Pedro Santa‐Clara, Rossen Valkanov · Journal of Econometrics · 2005 · 841 citations

, , +14