The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests
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Cited by:
- Karmakar, Sayar & Demirer, Riza & Gupta, Rangan, 2021.
"Bitcoin mining activity and volatility dynamics in the power market,"
Economics Letters, Elsevier, vol. 209(C).
- Sayar Karmakar & Riza Demirer & Rangan Gupta, 2021. "Bitcoin Mining Activity and Volatility Dynamics in the Power Market," Working Papers 202166, University of Pretoria, Department of Economics.
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More about this item
Keywords
Asset Returns; Industry; Realized Volatility; Nonlinear Causality;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2016-11-13 (Energy Economics)
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