) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … in one physical, biological or financial asset on the subsequent volatility or co-volatility of another physical …, biological or financial asset. Investigating volatility spillovers within and across energy and financial markets is a crucial …

-scale transmission infrastructure for electricity, natural gas, and CO2. Although these infrastructures can play a certain role, they are … infrastructure sectors. Section 11.3 focuses on electricity transmission and compares the plans for pan-European electricity highways …

electricity generation, infrastructure and energy efficiency. The electricity sector takes the center stage. This article delivers …

intra-day data. The paper analyses the relationships among the S&P 500 Index and futures prices, returns and volatility of … the fluctuations in stock and financial derivatives prices and returns have also been investigated extensively in recent … intra-day temporal aggregation in examining returns relationships and volatility spillovers across the equity and energy …

The dynamics of hourly electricity prices in day-ahead markets is an important element of competitive power markets … behavior of hourly electricity prices. We find that a model with three factors is able to explain already a high proportion of … the variation in hourly electricity prices. Our analysis also provides insights into the characteristics of the market, in …