Lyu, Chenyan; Do, Hung Xuan; Nepal, Rabindra; Jamasb, Tooraj - 2023
This paper investigates price volatility and spillover effects in the Nordic electricity wholesale markets, comprising … carbon prices on volatility spillovers. The study employs a rich dataset of 107,352 hourly prices spanning from January 2010 … volatility interactions among the four Nordic markets, contributing to the scarce literature on volatility in this market …
