Dynamic conditional correlation between electricity, energy (commodity) and financial markets during the financial crisis in Greece
Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos
| Year of publication: |
November 2017
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|---|---|
| Authors: | Papaioannou, Panagiotis G. ; Papaioannou, George P. ; Stratigakos, Akylas ; Dikaiakos, Christos |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 7.2017, 4, p. 990-1033
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| Subject: | Dynamic Conditional Correlation | Garch | Electricity & Financial Markets | Griechenland | Greece | Finanzmarkt | Financial market | ARCH-Modell | ARCH model | Korrelation | Correlation | Finanzkrise | Financial crisis | Elektrizitätswirtschaft | Electric power industry | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/jmf.2017.74055 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011860252