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Regulatory changes and the volatility of stock returns : the German solar energy sector

Schiereck, Dirk; Trillig, Julian - In: International journal of energy sector management : IJESM 8 (2014) 2, pp. 160-177

Persistent link: https://www.econbiz.de/10010379435

Are coupled renewable-battery power plants more valuable than independently sited installations?

Gorman, Will; Crespo Montañés, Cristina; Mills, Andrew; … - In: Energy economics 107 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013202692

Latent volatility granger causality and spillovers in renewable energy and crude oil ETFs

Chang, Chia-Lin; McAleer, Michael; Wang, Yu-Ann - 2018

Funds (ETFs) and crude oil ETF (USO), namely solar (TAN), wind (FAN), water (PIO), and nuclear (NLR). Data on the renewable … relationships between solar (TAN), wind (FAN), nuclear (NLR), and crude oil (USO) ETFs, specifically significant volatility … spillovers of shocks from solar ETF on the subsequent wind ETF co-volatility with solar ETF, and wind ETF on the subsequent solar …

Persistent link: https://www.econbiz.de/10011869279

Modellrisiko bei der Bewertung von Optionen in einem Vergleich von Modellen mit stochastischer Volatilität

Ender, Manuela - 2008 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003652604

Negative volatility spillovers in the unrestricted ECCC-GARCH model

Conrad, Christian A. (contributor); … - 2008

This paper considers a formulation of the extended constant or time-varying conditional correlation GARCH model which allows for volatility feedback of either sign, i.e., positive or negative. In the previous literature, negative volatility spillovers were ruled out by the assumption that all...