SADORSKY_EE2012: RATS program to replicate Sadorsky(2012)'s "Correlations and Volatility Spillovers..." paper

Tom Doan ()
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Tom Doan: Estima

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for Sadorsky(2012), "Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies", Energy Economics, vol 34, pp 248-255.

Language: RATS
Requires: RATS 9.00
Keywords: ARCH-GARCH (search for similar items in EconPapers)
Date: 2025-12-29
Note: RPF and SRC files are plain text. See https://estima.com/ratsfiletypes.shtml
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Downloads: (external link)
https://estima.com/procedures/sadorsky_ee2012.zip (application/zip)

Related works:
Journal Article: Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2012)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocode:rtz00228

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