: The results of the study show a GARCH term of 0.936, which points out a volatility comparable to some of the riskiest …Purpose: The objective of the paper is to highlight the volatility of wind energy production, the renewable source of … analyse the volatility of indices in the financial field, but the present study, as well as others before, showed that it also …

The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded … coefficient autoregressive (VRCAR) process for the shocks of returns, we derive Latent Volatility Granger causality from the … Diagonal BEKK multivariate conditional volatility model. We follow Chang et al. (2015)’s definition of the co-volatility …

The purpose of the paper is to examine latent volatility Granger causality for four renewable energy Exchange Traded … coefficient autoregressive (VRCAR) process for the shocks of returns, we derive Latent Volatility Granger causality from the … Diagonal BEKK multivariate conditional volatility model. We follow Chang et al. (2015)'s definition of the co-volatility …