Electricity price forecasting has become a crucial element for both private and public decision-making. This importance has been growing since the wave of deregulation and liberalization of energy sector worldwide late 1990s. Given these facts, this paper tries to come up with a precise and...

Our paper applies a time-varying parameter vector autoregression (TVP-VAR) in combining an extended joint connectedness approach to prove interlinkages among carbon emissions futures and the volatility of the renewable energy sector. The findings show that the system-wide dynamic connectedness...