Update search
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
Filter
- All
- Title
- Author
- Author Affiliations
- Full Text
- Abstract
- Keyword
- DOI
- ISBN
- EISBN
- ISSN
- EISSN
- Issue
- Volume
- References
NARROW
Format
Journal
Type
Date
Availability
1-2 of 2
Keywords: GARCH
Close
Follow your search
Access your saved searches in your account
Would you like to receive an alert when new items match your search?
Sort by
Journal Articles
Quantifying the Announcement Effects in the U.S. Lumber Futures Market
Available to Purchase
Journal:
Journal of Forest Economics
Journal of Forest Economics (2020) 35 (4): 375–395.
Published: 27 August 2020
... conditional heteroskedasticity (GARCH) models to examine the effect of two housing market reports, namely the New Residential Construction (Housing Starts) and the New Residential Sales reports, on the U.S. lumber futures market from 2000 to 2017. Our results suggest that the housing starts report indeed...
Journal Articles
Do nonrenewable-energy prices affect renewable-energy volatility? The case of wood pellets
Available to Purchase
Journal:
Journal of Forest Economics
Journal of Forest Economics (2017) 28 (1): 42–48.
Published: 01 August 2017
..., Umeå 2017 Department of Forest Economics, Swedish University of Agricultural Sciences, Umeå. Licensed re-use rights only GARCH Nonrenewable energy Renewable energy Wood pellets Q21 Q23 Q31 Q40 Historically, many renewable-energy sources for electricity were unable...
