Analyzing the impact of futures trading on spot price volatility : evidence from the spot electricity market in France and Germany
Fotis G. Kalantzis; Nikolaos T. Milonas
| Year of publication: |
2013
|
|---|---|
| Authors: | Kalantzis, Fotis G. ; Milonas, Nikolaos T. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 36.2013, p. 454-463
|
| Subject: | Electricity futures market | Volatility clustering | Electricity spot markets | Spot market volatility | VECM-GARCH | Volatilität | Volatility | Spotmarkt | Spot market | Deutschland | Germany | Frankreich | France | Strompreis | Electricity price | Derivat | Derivative | Elektrizität | Electricity | Energiemarkt | Energy market | Elektrizitätswirtschaft | Electric power industry | ARCH-Modell | ARCH model | Energiehandel | Energy trade | Rohstoffderivat | Commodity derivative | Großbritannien | United Kingdom |
| 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/10009724667