Co-Movements between Eu Ets and the Energy Markets: A Var-Dcc-Garch Approach
This paper analyzes the co-movements of prices of fossil fuels, energy stock markets and EU allowances. This analysis is conducted in order to identify the spillover effect of volatility and correlation among these financial markets, and to provide a scientific basis that shows the interest of incor...
| প্রধান লেখক: | , , , |
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| বিন্যাস: | প্রবন্ধ |
| ভাষা: | English |
| প্রকাশিত: |
MDPI AG
2021-07-01
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| মালা: | Mathematics |
| বিষয়গুলি: | |
| অনলাইন ব্যবহার করুন: | https://www.mdpi.com/2227-7390/9/15/1787 |