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Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
This paper investigates price volatility and spillover effects in the Nordic electricity wholesale markets, comprising Sweden, Finland, Denmark, and Norway. Utilizing both the Time-Varying Parameter Vector Autoregressive (TVP-VAR) and Rolling Window-based VAR (RW-VAR) approaches, we analyze the...
Persistent link: https://www.econbiz.de/10014343891
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Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
This paper investigates price volatility and spillover effects in the Nordic electricity wholesale markets, comprising Sweden, Finland, Denmark, and Norway. Utilizing both the Time-Varying Parameter Vector Autoregressive (TVP-VAR) and Rolling Window-based VAR (RW-VAR) approaches, we analyze the...
Persistent link: https://www.econbiz.de/10014345486
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Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
Persistent link: https://www.econbiz.de/10014431002
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Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
Persistent link: https://www.econbiz.de/10014431997
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Volatility spillovers and carbon price in the Nordic wholesale electricity markets
Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - In: Energy economics 134 (2024), pp. 1-21
Persistent link: https://www.econbiz.de/10015047008
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Testing for uncovered interest parity conditions in a small open economy : a state space modelling approach
Bhatta, Guna Raj; Nepal, Rabindra; Harvie, Charles; … - 2021
Persistent link: https://www.econbiz.de/10012586476
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Testing for the uncovered interest parity condition in a small open economy : a state space modelling approach
Bhatta, Guna Raj; Nepal, Rabindra; Harvie, Charles; … - In: Journal of Asian economics 82 (2022), pp. 1-25
Persistent link: https://www.econbiz.de/10013550024
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When Pep comes calling, the oil market answers : the effect of football player transfer movements on abnormal fluctuations in oil price futures
Do, Hung Xuan; Nguyen, Quan M. P.; Nepal, Rabindra; … - In: Energy economics 100 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012990255
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Effizienz und Stabilität des Stromgroßhandelsmarktes in Deutschland : Analyse und wirtschafts-politische Implikationen
Angenendt, Nicole; Growitsch, Christian; Nepal, Rabindra; … - 2008
Persistent link: https://www.econbiz.de/10003812021
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Reforming small electricity systems under political instability : the case of Nepal
Nepal, Rabindra; Jamasb, Tooraj - In: Energy policy 40 (2012), pp. 242-251
Persistent link: https://www.econbiz.de/10009501109