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Price and volatility spillovers in Scandinavian stock markets

Booth, G. Geoffrey; Martikainen, Teppo; Tse, Yiuman - 1995

Persistent link: https://www.econbiz.de/10000921824

The Euro and portfolio choices : a Nordic perspective

Liljeblom, Eva; Löflund, Anders - In: Swedish economic policy review 6 (1999) 1, pp. 41-82

Persistent link: https://www.econbiz.de/10001403931

Business volatility and economic growth in core and peripheral areas : upper Midwest region (USA) versus Nordic countries and Baltic rim

Maki, Wilbur R.; Reynolds, Paul Davidson - 1992

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Wind Power Volatility and the Impact on Failure Rates in the Nordic Electricity Market

Fogelberg, Sara - 2016

associated with the volatility of wind power generation are non-significant. Effects are slightly more pronounced for Nord Pool …

Persistent link: https://www.econbiz.de/10012985326

Understanding the interaction between international and euro area output volatility

Rafiq, Sohrab - In: Bulletin of economic research 63 (2011) 1, pp. 53-81

Persistent link: https://www.econbiz.de/10009125073

The impact of Scandinavian foreign cross-listing on symmetric information spillovers between European markets

Koulakiotis, Athanasios; Dasilas, Apostolos; Angelies, … - In: Journal of world economic review 14 (2019) 2, pp. 227-242

Persistent link: https://www.econbiz.de/10012310996

Equation-by-equation estimation of multivariate periodic electricity price volatility

Escribano, Álvaro; Sucarrat, Genaro - In: Energy economics 74 (2018), pp. 287-298

Persistent link: https://www.econbiz.de/10011972846

Discount rate or cash flow contagion? : evidence from the recent financial crises

Jiang, Junhua - In: Research in international business and finance 39 (2017), pp. 315-326

Persistent link: https://www.econbiz.de/10011876488

Effects of carbon tax on electricity price volatility : empirical evidences from the Australian market

Comincioli, Nicola; Vergalli, Sergio - 2020

introduction had on electricity market. The most relevant effect is the reduction of the level of electricity price's volatility … multiple linear regression. Then, to study volatility dynamics, we fit a two-states Markov-switching model to represent a high-volatility … and a low-volatility states of the world. This model highlighted that in both states the level of volatility is lower and …

Persistent link: https://www.econbiz.de/10012195002

Asymmetrie stochastic volatility in Nordic stock markets

Hepsag, Aycan - 2018

Persistent link: https://www.econbiz.de/10012166241