Does economic policy uncertainty drive volatility spillovers in electricity markets : time and frequency evidence
Year of publication: |
2022
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Authors: | Ma, Rufei ; Liu, Zhenhua ; Zhai, Pengxiang |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 107.2022, p. 1-13
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Subject: | Economic policy uncertainty | European electricity markets | Spillovers | Time-frequency domain | Volatility connectedness | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wirtschaftspolitik | Economic policy | Elektrizitätswirtschaft | Electric power industry | Deregulierung | Deregulation | Risiko | Risk | EU-Staaten | EU countries |
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