Analyzing the impact of futures trading on spot price volatility: Evidence from the spot electricity market in France and Germany
Year of publication: |
2013
|
---|---|
Authors: | Kalantzis, Fotis G. ; Milonas, Nikolaos T. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 36.2013, C, p. 454-463
|
Publisher: |
Elsevier |
Subject: | Electricity futures market | Volatility clustering | Electricity spot markets | Spot market volatility | VECM-GARCH |
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