Volatility spillovers in electricity markets : evidence from the United States
Year of publication: |
2019
|
---|---|
Authors: | Pantos, Themistoclis ; Polyzos, Stathis ; Armenatzoglou, Aggelos ; Kampouris, Ilias |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 9.2019, 4, p. 131-143
|
Subject: | Energy Markets | Electricity Markets | Market Integration | BEKK | Asymmetric Dynamic Conditional Correlation | Volatilität | Volatility | USA | United States | Energiemarkt | Energy market | Elektrizitätswirtschaft | Electric power industry | ARCH-Modell | ARCH model | Marktintegration | Market integration | Spillover-Effekt | Spillover effect | Deregulierung | Deregulation | Elektrizität | Electricity | Korrelation | Correlation | Strompreis | Electricity price |
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