CONDITIONAL JUMP DYNAMICS IN THE STOCK PRICES OF ALTERNATIVE ENERGY COMPANIES

CONDITIONAL JUMP DYNAMICS IN THE STOCK PRICES OF ALTERNATIVE ENERGY COMPANIES

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This paper researches the abnormal information in the WilderHill Clean Energy Index (ECO) and NYSE Arca Technology Index (PSE) by using an autoregressive conditional jump intensity model in Skew Generalized Error Distribution (ARJI-SGED). The research period is from 3 January 2001 to 31 January 2011...

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Bibliographic Details
Main Authors: Yen-Hsien Lee, Ya-Ling Huang, Chun-Yu Wu
Format: Article
Language:English
Published: EconJournals 2013-01-01
Series:International Journal of Energy Economics and Policy
Subjects:
Clean Energy
Abnormal Information
ARJI-SGED Model
Online Access:http://econjournals.com/index.php/ijeep/article/view/450/297

Internet

http://econjournals.com/index.php/ijeep/article/view/450/297

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