Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Year of publication: |
2024
|
---|---|
Authors: | Guinea, Laurentiu ; Pérez, Rafaela ; Ruíz, Jesús |
Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 61.2024, Art.-No. 104938, p. 1-13
|
Subject: | Asymmetries | Financial instability | NARDL | Renewable energy | VIX | Volatility-of-volatility | Volatilität | Volatility | Erneuerbare Energie | Schock | Shock | Finanzkrise | Financial crisis |
-
Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Guinea, Laurentiu, (2023)
-
The impacts of overseas market shocks on the CDS-option basis
Park, Yuen Jung, (2019)
-
Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment
Shahzad, Syed Jawad Hussain, (2019)
- More ...
-
Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Guinea, Laurentiu, (2023)
-
News-driven housing booms : Spain vs. Germany
Guinea, Laurentiu, (2022)
-
Energy news shocks and their propagation to renewable and fossil fuels use
Guinea, Laurentiu, (2023)
- More ...