2026-04-17T07:42:22Zhttps://recercat.cat/oai/request

oai:recercat.cat:2445/1546022025-12-05T05:51:35Zcom_2072_1057col_2072_478808col_2072_478917

00925njm 22002777a 4500 dc Chuliá Soler, Helena author Furió Ortega, María Dolores author Uribe Gil, Jorge Mario author 2020-04-01T09:19:06Z 2022-12-31T06:10:20Z 2019-05 2020-04-01T09:19:07Z 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. (...) Indústries energètiques Mercat financer Enginyeria de gas Processament de dades Energy industries Financial market Gas engineering Data processing Volatility Spillovers in Energy Markets