Open AccessMEASURING LEVERAGE EFFECT OF COVID 19 ON STOCK PRICE VOLATILITY OF ENERGY COMPANIES USING HIGH FREQUENCY DATA
Author(s) -
Bharat Kumar Meher,
Iqbal Thonse Hawaldar,
Mathew Thomas Gil,
Deebom Zorle Dum
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.11866
Subject(s) - volatility (finance) , economics , stock (firearms) , financial economics , econometrics , leverage (statistics) , stock market , covid-19 , volatility swap , oil price , monetary economics , business , implied volatility , geography , statistics , mathematics , medicine , context (archaeology) , disease , archaeology , pathology , infectious disease (medical specialty)