Directional connectedness between the electricity prices and natural gas prices : evidence from Alberta's electricity market
Andrés Oviedo-Gómez, Sandra Milena Londoño-Hernández, and Diego Fernando Manotas-Duque
| Year of publication: |
2025
|
|---|---|
| Authors: | Oviedo-Gómez, Andrés ; Londoño-Hernández, Sandra Milena ; Manotas-Duque, Diego Fernando |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 42.2025, 1, p. 115-134
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| Subject: | Cross-quantilogram | Electricity prices | Natural gas prices | Quantile vector autoregression model | Volatility spillovers | Strompreis | Electricity price | Volatilität | Volatility | Erdgas | Natural gas | Preis | Price | Gaspreis | Gas price | Elektrizitätswirtschaft | Electric power industry | VAR-Modell | VAR model | Erdgasmarkt | Natural gas market | Energiepreis | Energy price | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-04-2024-0203 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015199640