structural impulse response functions. The estimates suggest that wind power shocks have a more prolonged negative effect on spot …

response functions to interpret the model's results. The findings suggest that price transmission exists across these major …. It uses a vector autoregressive framework and performs Granger and Toda-Yamamoto causality tests and generalized impulse …

bidirectional causality between BOP and other variables employed. Results of the generalized impulse response functions suggest that …

relationship using a simulation based procedure for computing asymmetric impulse response functions. We find that stock returns …