Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe

Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe

Using a fresh empirical approach to time-frequency domain frameworks, this study analyzes the return and volatility spillovers from fossil fuel markets (coal, natural gas, and crude oil) to electricity spot and futures markets in Europe. In the time domain, by an approach developed by Diebold and Yi...

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Bibliographic Details
Main Authors: Tiantian Liu, Xie He, Tadahiro Nakajima, Shigeyuki Hamori
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Energies
Subjects:
electricity
crude oil
natural gas
coal
spillover effects
Online Access:https://www.mdpi.com/1996-1073/13/8/1900

Internet

https://www.mdpi.com/1996-1073/13/8/1900

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