Recent Examination of Energy Markets Volatility
The main aim of the paper is to examine if the energy market (crude oil, gas and electricity) realized volatility exhibits a symmetric or an asymmetric behaviour, for certain commodities over the period May 2012 – August 2022. We considered this time frame for data collection because it is ensuing a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2023-04-01
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| Series: | Studies in Business and Economics |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/sbe-2023-0007 |