How responsive are retail electricity prices to crude oil fluctuations in the US? : time-varying and asymmetric perspectives
Keyu Luo, Yong Ye
| Year of publication: |
2024
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| Authors: | Luo, Keyu ; Ye, Yong |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 69.2024, Art.-No. 102234, p. 1-15
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| Subject: | Asymmetry | Crude oil | Electricity | Energy | Time-varying causality | Strompreis | Electricity price | USA | United States | Ölpreis | Oil price | Schätzung | Estimation | Ölmarkt | Oil market | Erdöl | Petroleum | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Welt | World | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102234 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015052403