Narrow search
Showing 1 - 2 of 2
Cover Image
Modelling the Volatility of the Spanish Wholesale Electricity Spot Market. Asymmetric GARCH Models vs. Threshold ARSV model/Modelización de la volatilidad en el mercado eléctrico español. Modelos GARCH frente al modelo T-ARSV
MONTERO, JOSÉ M.; GARCÍA-CENTENO, MARIA C.; … - In: Estudios de Economía Aplicada 29 (2011) Agosto, pp. 597-616
The liberalization and deregulation of the Spanish electricity market has provoked an increase in the complexity of pricing behaviour. In particular, the volatility of electricity spot prices is the feature that best characterises the current Spanish market. Since an understanding of the...
Persistent link: https://www.econbiz.de/10009293431
Cover Image
Post-Brexit exchange rate volatility and its impact on UK exports to Eurozone countries : a bounds testing approach
Naimy, Viviane; El Khoury, Rim; Montero, José-María; … - In: Oeconomia Copernicana 14 (2023) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10014249933