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Search: subject:"R2 decomposition"
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Dynamic linkages
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European Natural gas market
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R2 decomposition
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volatility
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Farag, Markos
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Ruhnau, Oliver
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Decomposing return and volatility connectedness in Northwest European gas markets : evidence from the 𝑅² connectedness approach
Farag, Markos
;
Ruhnau, Oliver
-
2024
the connectedness of natural gas hubs in Northwest Europe from 2020 to 2024 using the
R
2
decomposition
connectedness …
Persistent link: https://www.econbiz.de/10015331042
Saved in:
2
Decomposing return and volatility connectedness in Northwest European gas markets: Evidence from the 𝑅² connectedness approach
Farag, Markos
;
Ruhnau, Oliver
-
2024
the connectedness of natural gas hubs in Northwest Europe from 2020 to 2024 using the
R
2
decomposition
connectedness …
Persistent link: https://www.econbiz.de/10015358771
Saved in:
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