Volatility spillover of energy markets into EUA markets under EU ETS : a multi-phase study
Ajay K. Dhamija, Surendra S. Yadav, PK Jain
| Year of publication: |
2018
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|---|---|
| Authors: | Dhamija, Ajay K. ; Yadav, Surendra Singh ; Jain, Pramod Kumar |
| Published in: |
Environmental economics and policy studies. - Tokyo [u.a.] : Springer, ISSN 1432-847X, ZDB-ID 1437708-1. - Vol. 20.2018, 3, p. 561-591
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| Subject: | EUA | EU ETS | Volatility co-movement | Volatility spillover | Multivariate GARCH | BEKK-MGARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | EU-Staaten | EU countries | Emissionshandel | Emissions trading | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10018-017-0206-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011891290