Energy price transmissions during extreme movements
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 | Energiepreis | Energy price | Kausalanalyse | Causality analysis | Risikomaß | Risk measure | Energiemarkt | Energy market | VAR-Modell | VAR model | Volatilität | Volatility | Ölpreis | Oil price | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Risiko | Risk | Risikomanagement | Risk management | Preis | Price | Strompreis | Electricity price |
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