Price (level) Series

ase

stoxx

vstoxx

ppc

gbonds

eua

ngas

brent

lignite

smp

load

Observations

2160

2160

2160

2160

2160

2160

2160

2160

2160

2160

2160

Mean

1561.76

2703.01

27.40

8.81

12.19

12.16

21.71

95.24

33.69

56.05

5998.79

Median

1437.66

2710.37

24.40

9.55

10.15

12.90

23.50

105.78

35.10

52.49

5907.71

Maximum

4303.77

3882.28

85.44

21.92

37.10

31.71

36.91

143.95

48.53

123.77

8555.83

Minimum

476.36

1809.98

13.82

1.15

4.42

2.70

7.08

34.45

21.98

10.24

3684.54

Std. Dev.

837.03

359.95

10.42

3.81

8.09

6.24

6.26

23.59

5.77

19.27

801.24

Skewness

1.35

0.60

1.86

0.44

1.33

0.79

−0.61

−0.68

−0.20

0.74

0.63

Kurtosis

3.98

3.89

7.50

4.01

3.95

3.40

2.36

2.54

2.76

3.04

3.48

JB

h

1

1

1

1

1

1

1

1

1

1

1

p-value

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

0.00

Stat.

669.95

198.92

3069.40

163.04

714.96

240.4

170.20

183.73

19.27

198.71

162.19

ADF

h

1

0

1

0

1

0

0

0

1

0

0

p-value

0.00

0.34

0.14

0.05

0.38

0.03

0.46

0.55

0.84

0.00

0.34

Stat.

−3.30

−1.45

−1.97

−0.74

−2.10

−0.53

−0.28

0.59

−3.31

−0.86

0.59

PP

h

1

0

1

0

1

0

0

0

1

0

0.00

p-value

0.00

0.34

0.14

0.05

0.38

0.03

0.46

0.55

0.84

0.00

0.34

Stat.

−3.30

−0.85

−1.45

−1.97

−0.74

−2.10

−0.53

−0.28

0.59

−3.31

−0.86