Volatility Spillovers in Energy Markets

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dc.contributor.authorChuliá Soler, Helena
dc.contributor.authorFurió Ortega, María Dolores
dc.contributor.authorUribe Gil, Jorge Mario
dc.date.accessioned2020-04-01T09:19:06Z
dc.date.available2022-12-31T06:10:20Z
dc.date.issued2019-05
dc.date.updated2020-04-01T09:19:07Z
dc.description.abstractWe 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.extent26 p.
dc.format.mimetypeapplication/pdf
dc.identifier.idgrec693934
dc.identifier.issn0195-6574
dc.identifier.urihttps://hdl.handle.net/2445/154602
dc.language.isoeng
dc.publisherInternational Association for Energy Economics
dc.relation.isformatofVersió postprint del document publicat a: https://doi.org/10.5547/01956574.40.3.hchu
dc.relation.ispartofThe Energy Journal, 2019, vol. 40, num. 3, p. 127-152
dc.relation.urihttps://doi.org/10.5547/01956574.40.3.hchu
dc.rights(c) International Association for Energy Economics, 2019
dc.rights.accessRightsinfo:eu-repo/semantics/openAccess
dc.sourceArticles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject.classificationIndústries energètiques
dc.subject.classificationMercat financer
dc.subject.classificationEnginyeria de gas
dc.subject.classificationProcessament de dades
dc.subject.otherEnergy industries
dc.subject.otherFinancial market
dc.subject.otherGas engineering
dc.subject.otherData processing
dc.titleVolatility Spillovers in Energy Markets
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/acceptedVersion

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