Analysis of mean and volatility price transmissions in the MIBEL and EPEX electricity spot markets
Year of publication: |
2015
|
---|---|
Authors: | Ciarreta, Aitor ; Zarraga, Ainhoa |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 36.2015, 4, p. 41-60
|
Subject: | Electricity price markets | Multivariate GARCH | Volatility spillovers | Volatilität | Volatility | Strompreis | Electricity price | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Spillover-Effekt | Spillover effect | Elektrizitätswirtschaft | Electric power industry |
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