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The shocking nature of output fluctuations in some EU countries
Bhattacharya, Rina - In: Applied economics 30 (1998) 8, pp. 1101-1125
Persistent link: https://www.econbiz.de/10001251257
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Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard; Larsson, Karl; Lunina, Veronika; … - 2016
Persistent link: https://www.econbiz.de/10011422561
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Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets
Green, Rikard - 2017
This study investigates volatility spillovers to electric power from large exogenous shocks in the prices of gas, coal, and carbon emission allowances in the German energy market. Our sample ranges from 2008 to 2016 and covers periods of different market conditions. We use a general VAR-BEKK...
Persistent link: https://www.econbiz.de/10012969615
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Cross-commodity news transmission and volatility spillovers in the German energy markets
Green, Rikard; Larsson, Karl; Lunina, Veronika; … - In: Journal of banking & finance 95 (2018), pp. 231-243
Persistent link: https://www.econbiz.de/10011966754