The main purpose of this paper is to consider the multivariate GARCH (MGARCH) framework to model the volatility of a … …first conditional moment of US stock returns through multivariate ARFIMA process and the time-varying feature of volatility …

This study examines the volatility and correlation and their relationships among the euro/US dollar exchange rates, the … based on a binary decision tree and, it allows a probabilistic vision of the relationship between univariate volatility and … volatility and correlation are dependent upon the nature of the series considered, sometimes corresponding to those found in …

that while there are own mean and own volatility spillovers in the two markets, there are no cross own mean and own … volatility spillovers, indicating that the electricity spot market and the carbon spot market are not integrated. Finally …

climate change and renewable energy for 2020', that was agreed the 23 January 2008. The policy assessment uses macroeconomic … strictly the directive proposals includes in EU 'Energy and Environment' package. A new module for energy demand and … environment was developed to extend from EU-15 to EU-27 NEMESIS set of energy and environment indicators, with also an extension …

Alternative Energies and Atomic Energy Commission (CEA), we exhibit an anomaly to this rarely discussed idea: we describe an …

-like model in order to provide accurate forecasts for CO2. We show that historic dependency patterns emphasis energy, natural gas …