Open AccessDoes Indian Spot Electricity Price Series Exhibit Inverse-Leverage Effect?
Author(s) -
G. P. Girish,
S Vijayalakshmi
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.83017
Subject(s) - spot contract , leverage (statistics) , electricity market , spot market , electricity , econometrics , autoregressive integrated moving average , economics , financial economics , time series , statistics , mathematics , futures contract , engineering , electrical engineering
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