Price and volatility dynamics between electricity and fuel costs: Some evidence for Spain
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- de Menezes, Lilian M. & Houllier, Melanie A. & Tamvakis, Michael, 2016. "Time-varying convergence in European electricity spot markets and their association with carbon and fuel prices," Energy Policy, Elsevier, vol. 88(C), pages 613-627.
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More about this item
KeywordsNatural gas; Oil; Electricity; Cointegration; Volatility transmission;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- L97 - Industrial Organization - - Industry Studies: Transportation and Utilities - - - Utilities: General
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