Analysis of mean and volatility price transmissions in the MIBEL and EPEX electricity spot markets
Aitor Ciarreta and Ainhoa Zarraga
| Year of publication: |
2015
|
|---|---|
| Authors: | Ciarreta, Aitor ; Zarraga, Ainhoa |
| Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 36.2015, 4, p. 41-60
|
| Subject: | Electricity price markets | Multivariate GARCH | Volatility spillovers | Volatilität | Volatility | Strompreis | Electricity price | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Elektrizitätswirtschaft | Electric power industry | Schätzung | Estimation | Energiemarkt | Energy market | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011403877