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2022Energy Economics: Vol. 111A volatility spillover analysis with realized semi(co)variances in Australian electricity marketsEvelyn Chanatásig-Niza, Aitor Ciarreta, Ainhoa Zarragahttp://dx.doi.org/10.1016/j.econmod.2019.05.010
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2016SSRN Electronic JournalContagion, Volatility Persistence, and Volatility Spill-Overs: The Case of Energy Markets During the European Financial CrisisKostas D. Andriosopoulos, Emilios C. Galariotis, Spyros I. Spyrouhttp://dx.doi.org/10.1016/j.enpol.2018.10.017

 

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