Similar Search Results - EconBiz

Regulated expansion of electricity transmission networks : the effects of fluctuating demand and wind generation

Schill, Wolf-Peter; Rosellón, Juan; Egerer, Jonas - 2011

We study the performance of different regulatory approaches for the expansion of electricity transmission networks in the light of realistic demand patterns and fluctuating wind power. In particular, we are interested in the relative performance of a combined merchant-regulatory mechanism...

Persistent link: https://www.econbiz.de/10009347966

Information contagion within small worlds and changes in kurtosis and volatility in financial prices

Bowden, Mark - In: Journal of macroeconomics 34 (2012) 2, pp. 553-566

Persistent link: https://www.econbiz.de/10009689359

Three essays in international finance

Kim, Seung-nyeon - 2002

Persistent link: https://www.econbiz.de/10003777009

Modeling financial contagion using mutually exciting jump processes

Aït-Sahalia, Yacine; Chacho-Diaz, Julio; Laeven, Roger … - 2010

Persistent link: https://www.econbiz.de/10003955100

Time-varying integration, interdependence and contagion

Baele, Lieven; Inghelbrecht, Koen - In: Journal of international money and finance 29 (2010) 5, pp. 791-818

Persistent link: https://www.econbiz.de/10003989915

Analysing financial contagion and asymmetric market dependence with volatility indices via copulas

Yue Peng; Wing Lon Ng - In: Annals of finance 8 (2012) 1, pp. 49-74

Persistent link: https://www.econbiz.de/10009510581

Asset price volatility and financial contagion : analysis using the MS-VAR framework

Le, Chau; David, Dickinson - In: Eurasian economic review : a journal in applied … 4 (2014) 2, pp. 133-162

Persistent link: https://www.econbiz.de/10010514793

Markets connectivity and financial contagion

Grilli, Ruggero; Tedeschi, Gabriele; Gallegati, Mauro - In: Journal of economic interaction and coordination : JEIC 10 (2015) 2, pp. 287-304

Persistent link: https://www.econbiz.de/10011378825

Returns and volatility spillover in the European banking industry during global financial crisis : flight to perceived quality or contagion?

Choudhry, Taufiq; Jayasekera, Ranadeva - In: International review of financial analysis 36 (2014), pp. 36-45

Persistent link: https://www.econbiz.de/10010530222

Asset allocation in markets with contagion : the interplay between volatilities, jump intensities, and correlations

Konermann, Patrick; Meinerding, Christoph; Sedova, Olga - In: Review of financial economics : RFE 22 (2013) 1, pp. 36-46

Persistent link: https://www.econbiz.de/10009717856

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