2026-04-13T13:31:45Zhttps://recercat.cat/oai/requestoai:recercat.cat:2445/1546022025-12-05T05:51:35Zcom_2072_1057col_2072_478808col_2072_478917
RECERCAT
author
Chuliá Soler, Helena
author
Furió Ortega, María Dolores
author
Uribe Gil, Jorge Mario
2020-04-01T09:19:06Z2022-12-31T06:10:20Z2019-052020-04-01T09:19:07Z
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. (...)
(c) International Association for Energy Economics, 2019 info:eu-repo/semantics/openAccess
Indústries energètiques
Mercat financer
Enginyeria de gas
Processament de dades
Energy industries
Financial market
Gas engineering
Data processing
Volatility Spillovers in Energy Markets
info:eu-repo/semantics/article info:eu-repo/semantics/acceptedVersion