Open AccessMeasuring the Market Efficiency of Energy Exchange-Traded Funds (ETFS)
Author(s) -
Kashif Saleem,
Osama M. Al-Hares
Publication year - 2018
Publication title -
theoretical economics letters
Language(s) - English
Resource type - Journals
eISSN - 2162-2078
pISSN - 2162-2086
DOI - 10.4236/tel.2018.86082
Subject(s) - volatility (finance) , diversification (marketing strategy) , long memory , autoregressive conditional heteroskedasticity , energy exchange , renewable energy , econometrics , financial economics , economics , monetary economics , passive management , business , fund of funds , market liquidity , engineering , atmospheric sciences , marketing , electrical engineering , geology