This paper analyses the contagion effects of the Greek stock market to the European stock markets of the NYSE Euronext group (Belgium, France, the Netherlands and Portugal), in the context of the 2010 sovereign debt crisis. Three tests of contagion are performed using copula models. The first...

The relationship between variable renewable energy supply and electricity price volatility is a controversial issue in the economic literature. In general, the literature has been inconclusive about the sign of the impact of the penetration of these technologies on price volatility. This paper...