Dynamic correlation among title transfer facility natural gas, Brent oil and electricity EPEX spot markets: Spillover effects of economic shocks on returns and volatility
This research explores the spillover effects in the directional movement of returns and the persistence of shocks among three prominent energy spot markets: b transfer facility for natural gas, Brent crude oil and electricity markets from monthly price data spanning January 2010 to September 2022. M...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2023-11-01
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| Series: | AIMS Energy |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/energy.2023057?viewType=HTML |