Chuliá Soler, HelenaFurió Ortega, María DoloresUribe Gil, Jorge Mario2020-04-012022-12-312019-050195-6574https://hdl.handle.net/2445/154602We 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. (...)26 p.application/pdfeng(c) International Association for Energy Economics, 2019Indústries energètiquesMercat financerEnginyeria de gasProcessament de dadesEnergy industriesFinancial marketGas engineeringData processinginfo:eu-repo/semantics/article6939342020-04-01info:eu-repo/semantics/openAccess