Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
Year of publication: |
2012
|
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Authors: | Ciarreta Antuñano, Aitor ; Zárraga Alonso, Ainhoa |
Institutions: | Departamento de Economía Aplicada III (Econometría y Estadística), Facultad de Ciencias Económicas y Empresariales |
Subject: | electricity price markets | multivariate GARCH | volatility spillovers |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Biltoki;2012.04 Number Biltoki;2012-04 |
Classification: | C51 - Model Construction and Estimation ; C32 - Time-Series Models ; Q49 - Energy. Other |
Source: |
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