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http://hdl.handle.net/2445/154602
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DC Field | Value | Language |
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dc.contributor.author | Chuliá Soler, Helena | - |
dc.contributor.author | Furió Ortega, María Dolores | - |
dc.contributor.author | Uribe Gil, Jorge Mario | - |
dc.date.accessioned | 2020-04-01T09:19:06Z | - |
dc.date.available | 2022-12-31T06:10:20Z | - |
dc.date.issued | 2019-05 | - |
dc.identifier.issn | 0195-6574 | - |
dc.identifier.uri | http://hdl.handle.net/2445/154602 | - |
dc.description.abstract | We investigate the extent and evolution of the links between energy markets using a broad data set consisting of a total of 17 series of prices for commodities such as electricity, natural gas, coal, oil and carbon. The results shed light on a number of relevant issues such as the volatility spillover effect in energy markets (within and across sectors) and the identification of those markets that are exporters (importers) of volatility to (from) other markets, as well as evidence of the time-varying nature of these effects. (...) | - |
dc.format.extent | 26 p. | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | eng | - |
dc.publisher | International Association for Energy Economics | - |
dc.relation.isformatof | Versió postprint del document publicat a: https://doi.org/10.5547/01956574.40.3.hchu | - |
dc.relation.ispartof | The Energy Journal, 2019, vol. 40, num. 3, p. 127-152 | - |
dc.relation.uri | https://doi.org/10.5547/01956574.40.3.hchu | - |
dc.rights | (c) International Association for Energy Economics, 2019 | - |
dc.source | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) | - |
dc.subject.classification | Indústries energètiques | - |
dc.subject.classification | Mercat financer | - |
dc.subject.classification | Enginyeria de gas | - |
dc.subject.classification | Processament de dades | - |
dc.subject.other | Energy industries | - |
dc.subject.other | Financial market | - |
dc.subject.other | Gas engineering | - |
dc.subject.other | Data processing | - |
dc.title | Volatility Spillovers in Energy Markets | - |
dc.type | info:eu-repo/semantics/article | - |
dc.type | info:eu-repo/semantics/acceptedVersion | - |
dc.identifier.idgrec | 693934 | - |
dc.date.updated | 2020-04-01T09:19:07Z | - |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | - |
Appears in Collections: | Articles publicats en revistes (Econometria, Estadística i Economia Aplicada) |
Files in This Item:
File | Description | Size | Format | |
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693934.pdf | 3.02 MB | Adobe PDF | View/Open |
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