A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
Evelyn Chanatásig-Niza, Aitor Ciarreta, Ainhoa Zarraga
| Year of publication: |
2022
|
|---|---|
| Authors: | Chanatásig-Niza, Evelyn ; Ciarreta, Aitor ; Zarraga, Ainhoa |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 111.2022, p. 1-15
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| Subject: | Asymmetric effects | Electricity prices | Semicovariance | Semivariance | Volatility spillovers | Volatilität | Volatility | Strompreis | Electricity price | Australien | Australia | Spillover-Effekt | Spillover effect | Elektrizitätswirtschaft | Electric power industry | ARCH-Modell | ARCH model | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106076 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350089