dc.contributor.author
Chuliá Soler, Helena
dc.contributor.author
Furió Ortega, María Dolores
dc.contributor.author
Uribe Gil, Jorge Mario
dc.date.issued
2020-04-01T09:19:06Z
dc.date.issued
2022-12-31T06:10:20Z
dc.date.issued
2020-04-01T09:19:07Z
dc.identifier
https://hdl.handle.net/2445/154602
dc.description.abstract
We investigate the extent and evolution of the links between energy markets using a broad data set consisting of a total of 17 series of prices for commodities such as electricity, natural gas, coal, oil and carbon. The results shed light on a number of relevant issues such as the volatility spillover effect in energy markets (within and across sectors) and the identification of those markets that are exporters (importers) of volatility to (from) other markets, as well as evidence of the time-varying nature of these effects. (...)
dc.format
application/pdf
dc.publisher
International Association for Energy Economics
dc.relation
Versió postprint del document publicat a: https://doi.org/10.5547/01956574.40.3.hchu
dc.relation
The Energy Journal, 2019, vol. 40, num. 3, p. 127-152
dc.relation
https://doi.org/10.5547/01956574.40.3.hchu
dc.rights
(c) International Association for Energy Economics, 2019
dc.rights
info:eu-repo/semantics/openAccess
dc.source
Articles publicats en revistes (Econometria, Estadística i Economia Aplicada)
dc.subject
Indústries energètiques
dc.subject
Mercat financer
dc.subject
Enginyeria de gas
dc.subject
Processament de dades
dc.subject
Energy industries
dc.subject
Financial market
dc.subject
Gas engineering
dc.subject
Data processing
dc.title
Volatility Spillovers in Energy Markets
dc.type
info:eu-repo/semantics/article
dc.type
info:eu-repo/semantics/acceptedVersion
