Dynamic volatility spillover effects between wind and solar power generations : implications for hedging strategies and a sustainable power sector
Feng Song, Jian Cui, Yihua Yu
| Year of publication: |
2022
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| Authors: | Song, Feng ; Cui, Jian ; Yu, Yihua |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 116.2022, p. 1-11
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| Subject: | Renewable energy | VAR-GARCH | Dynamic volatility spillovers | Hedging strategy | Sustainable economy | Volatilität | Volatility | Hedging | Erneuerbare Energie | Spillover-Effekt | Spillover effect | Sonnenenergie | Solar energy | Förderung erneuerbarer Energien | Renewable energy policy | Windenergie | Wind energy | Theorie | Theory | Nachhaltige Entwicklung | Sustainable development | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.106036 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014513221