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Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation

Author

Listed:
  • Kyriaki Tselika

    (Norwegian School of Economics and Business Administration - Norwegian School of Economics and Business Administration, SINTEF Energy Research)

  • Maria Tselika

    (Rennes SB - Rennes School of Business)

  • Elias Demetriades

    (Audencia Business School)

Abstract

No abstract is available for this item.

Suggested Citation

  • Kyriaki Tselika & Maria Tselika & Elias Demetriades, 2025. "Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation," Post-Print hal-05365937, HAL.
    • Handle: RePEc:hal:journl:hal-05365937
    DOI: 10.1016/j.jcomm.2025.100525
    Note: View the original document on HAL open archive server: https://hal.science/hal-05365937v1
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    References listed on IDEAS

    as
    1. Chatziantoniou, Ioannis & Gabauer, David & Stenfors, Alexis, 2021. "Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach," Economics Letters, Elsevier, vol. 204(C).
    2. Diebold, Francis X. & Yilmaz, Kamil, 2012. "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
    Full references (including those not matched with items on IDEAS)

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