Essec\Faculty\Model\Contribution {#2216
  #_index: "academ_contributions"
  #_id: "10541"
  #_source: array:26 [
    "id" => "10541"
    "slug" => "energy-price-dynamics-in-the-u-s-market-insights-from-a-heterogeneous-multi-regime-framework"
    "yearMonth" => "2014-01"
    "year" => "2014"
    "title" => "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework"
    "description" => "RAMOS, S. et DIAS, J. (2014). Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework. <i>Energy</i>, 68(15), pp. 327-336."
    "authors" => array:2 [
      0 => array:3 [
        "name" => "RAMOS Sofia"
        "bid" => "B00683001"
        "slug" => "ramos-sofia"
      ]
      1 => array:1 [
        "name" => "DIAS José"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:1 [
      0 => "Energy prices"
    ]
    "updatedAt" => "2021-07-13 14:31:37"
    "publicationUrl" => "https://www.researchgate.net/publication/260608918_Energy_price_dynamics_in_the_US_market_Insights_from_a_heterogeneous_multi-regime_framework"
    "publicationInfo" => array:3 [
      "pages" => "327-336"
      "volume" => "68"
      "number" => "15"
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => """
        This paper makes a joint analysis of the price of oil, natural gas, and electricity in U.S. markets using a multi-regime specification\n
        that captures the stylized facts of energy prices. Oil and natural gas returns have similar regime dynamics\n
        and are well characterized by a high and low volatility regime.
        """
      "en" => """
        This paper makes a joint analysis of the price of oil, natural gas, and electricity in U.S. markets using a multi-regime specification\n
        that captures the stylized facts of energy prices. Oil and natural gas returns have similar regime dynamics\n
        and are well characterized by a high and low volatility regime.
        """
    ]
    "authors_fields" => array:2 [
      "fr" => "Finance"
      "en" => "Finance"
    ]
    "indexedAt" => "2024-11-21T11:21:49.000Z"
    "docTitle" => "Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework"
    "docSurtitle" => "Journal articles"
    "authorNames" => "<a href="/cv/ramos-sofia">RAMOS Sofia</a>, DIAS José"
    "docDescription" => "<span class="document-property-authors">RAMOS Sofia, DIAS José</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">2014</span>"
    "keywordList" => "<a href="#">Energy prices</a>"
    "docPreview" => "<b>Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework</b><br><span>2014-01 | Journal articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="https://www.researchgate.net/publication/260608918_Energy_price_dynamics_in_the_US_market_Insights_from_a_heterogeneous_multi-regime_framework" target="_blank">Energy price dynamics in the U.S. market. Insights from a heterogeneous multi-regime framework</a>"
  ]
  +lang: "en"
  +"_type": "_doc"
  +"_score": 8.953466
  +"parent": null
}