Volatility transmission and volatility impulse response functions in European electricity forward markets
Yannick Le Pen; Benoît Sévi
| Year of publication: |
2010
|
|---|---|
| Authors: | LePen, Yannick ; Sévi, Benoît |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 32.2010, 4, p. 758-770
|
| Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Elektrizität | Electricity | Derivat | Derivative | Energiehandel | Energy trade | EU-Staaten | EU countries | 2001-2005 |
| 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/10008779965