Energy price transmissions during extreme movements
Marc Joëts
| Year of publication: |
2014
|
|---|---|
| Authors: | Joëts, Marc |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 40.2014, p. 392-399
|
| Subject: | Forward energy prices | Value-at-Risk (VaR) | CAViaR approach | Risk spillover | Granger causality | Risikomaß | Risk measure | Kausalanalyse | Causality analysis | Energiemarkt | Energy market | Spillover-Effekt | Spillover effect | Energiepreis | Energy price | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Volatilität | Volatility | Risikomanagement | Risk management | Ölpreis | Oil price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010425586