Modeling and analyzing the mean and volatility relationship between electricity price returns and fuel market returns
Ching-Chun Wei
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Wei, Ching Chun |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 8.2016, 7, p. 55-70
|
| Subject: | return and volatility spillover | electricity market | fuel market | energy market | MGARCH | Volatilität | Volatility | Strompreis | Electricity price | Energiemarkt | Energy market | Kapitaleinkommen | Capital income | Großbritannien | United Kingdom | Elektrizitätswirtschaft | Electric power industry | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v8n7p55 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011522976