Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
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- Sapio, Alessandro & Spagnolo, Nicola, 2020. "The effect of a new power cable on energy prices volatility spillovers," Energy Policy, Elsevier, vol. 144(C).
- Sapio, Alessandro, 2019. "Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity prices," Energy Policy, Elsevier, vol. 126(C), pages 452-469.
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Keywords
electricity price markets; multivariate GARCH; volatility spillovers;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2013-01-07 (Energy Economics)
- NEP-REG-2013-01-07 (Regulation)
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