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2024Renewable and Sustainable Energy Reviews: Vol. 191Integration of the international carbon market: A time-varying analysisChenyan Lyu, Bert Scholtens
2023Energy Economics: Vol. 127Dynamic volatility connectedness in the European electricity marketMagdalena Sikorska-Pastuszka, Monika Papież
2022Energy Economics: Vol. 107Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidenceRufei Ma, Zhenhua Liu, Pengxiang Zhai
2022SSRN Electronic Journal Is the Global Carbon Market Integrated? Return and Volatility Connectedness in ETS SystemsChenyan Lyu, L.J.R. (Bert) Scholtens
2022Annals of Operations Research: Vol. 313, Issue 1Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approachJorge Antunes, Luis Alberiko Gil-Alana, Rossana Riccardi, Yong Tan, Peter Wanke
2022Electric Power Systems Research: Vol. 212Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead marketAitor Ciarreta, Peru Muniain, Ainhoa Zarraga
2022Energy Economics: Vol. 111A volatility spillover analysis with realized semi(co)variances in Australian electricity marketsEvelyn Chanatásig-Niza, Aitor Ciarreta, Ainhoa Zarraga
2020Energy Economics: Vol. 90Volatility spillovers in Australian electricity marketsLin Han, Nino Kordzakhia, Stefan Trück
2020Economic Modelling: Vol. 85Diversification and optimal hedges for socially responsible investment in BrazilAna Iglesias-Casal, María-Celia López-Penabad, Carmen López-Andión, José Manuel Maside-Sanfiz
2020Energy Economics: Vol. 92A dynamic network analysis of spot electricity prices in the Australian national electricity marketGuan Yan, Stefan Trück
2019Energy Policy: Vol. 126Greener, more integrated, and less volatile? A quantile regression analysis of Italian wholesale electricity pricesAlessandro Sapio
2018Energy Economics: Vol. 75Structural price model for coupled electricity marketsC. Alasseur, O. Féron
2017Energy Economics: Vol. 66Contagion, volatility persistence and volatility spill-overs: The case of energy markets during the European financial crisisKostas Andriosopoulos, Emilios Galariotis, Spyros Spyrou
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. Spyrou


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