TSE Energy & Climate Center

Jihyun Kim, and Nour Meddahi, Volatility Regressions with Fat Tails, Journal of Econometrics, vol. 218, n. 2, October 2020, pp. 690–713.

Andrea Attar, Thomas Mariotti, and François Salanié, The Social Costs of Side Trading, The Economic Journal, vol. 130, n. 630, August 2020, pp. 1608–1622.