How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives
Year of publication: |
2024
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Authors: | Luo, Keyu ; Ye, Yong |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102234, p. 1-15
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Subject: | Asymmetry | Crude oil | Electricity | Energy | Time-varying causality | Ölpreis | Oil price | Strompreis | Electricity price | USA | United States | Schätzung | Estimation | Erdöl | Petroleum | Elektrizitätswirtschaft | Electric power industry | Welt | World | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Volatilität | Volatility |
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