TY  - JOUR 
AU  - Carnero, María Ángeles
AU  - Pérez Espartero, Ana
PY  - 2018
SN  - 0140-9883
UR  - http://uvadoc.uva.es/handle/10324/37950
AB  - The objective of this paper is to replicate the results in Kristoufek (2014) on the leverage effect in energy futures and to analyze its robustness to both the methodology and the type of returns used. We first apply correlation-based tools for...
LA  - eng
PB  - Elsevier
KW  - Estadística matemática
KW  - Economía Política - Metodos estadísticos
TI  - Leverage effect in energy futures revisited
DO  - https://doi.org/10.1016/j.eneco.2017.12.029
ER  -