TY  - JOUR
AU  - A Ciarreta and A Zarraga
PY  - 2015/10//
TI  - Analysis of mean and volatility price
transmissions in the MIBEL and EPEX
electricity spot markets
JO  - The Energy Journal
VL  - Volume 36
DO  - 10.5547/01956574.36.4.acia
IS  - 4
KW  - Electricity price markets
KW  - Multivariate GARCH
KW  - Volatility spillovers
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=2643