Ioannides, Filippos; Kosmidou, Kyriaki; Theodossiou, … - 2023
The impact of prices of natural gas, coal, and carbon emissions on the empirical distribution of electricity prices in … more intense on Fridays and the war period. Mean and volatility shocks from the gas, coal, and carbon emissions markets …, skewness shocks from the carbon emissions market, and kurtosis shocks from the coal market spill over to the electricity market …