Measuring leverage effect of Covid 19 on stock price volatility of energy companies using high frequency data

Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Gil, Mathew Thomas; Dum, Deebom Zorle

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Title:

Measuring leverage effect of Covid 19 on stock price volatility of energy companies using high frequency data

Journal:

International Journal of Energy Economics and Policy

Authors:

Meher, Bharat Kumar
Hawaldar, Iqbal Thonse
Gil, Mathew Thomas
Dum, Deebom Zorle

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2021

Open Content License:

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/11866/6154

Persistent Identifier of the first edition:

doi:10.32479/ijeep.11866

Language:

English (eng)

Citation:

Meher, Bharat Kumar/Hawaldar, Iqbal Thonse et. al. (2021). Measuring leverage effect of Covid 19 on stock price volatility of energy companies using high frequency data. In: International Journal of Energy Economics and Policy 11 (6), S. 489 - 502.
https://www.econjournals.com/index.php/ijeep/article/download/11866/6154.
doi:10.32479/ijeep.11866.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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