Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

被引:0
|
作者
Lyu, Chenyan [1 ,4 ]
Do, Hung Xuan [2 ]
Nepal, Rabindra [3 ]
Jamasb, Tooraj [4 ]
机构
[1] Exeter Sustainable Finance Centre (ESF), University of Exeter Business School, United Kingdom
[2] Auckland Campus, New Zealand
[3] Faculty of Business and Law, School of Accounting, Economics and Finance, University of Wollongong, Australia
[4] Copenhagen School of Energy Infrastructure (CSEI), Department of Economics, Copenhagen Business School, Denmark
来源
SSRN | 2023年
关键词
Compilation and indexing terms; Copyright 2025 Elsevier Inc;
D O I
暂无
中图分类号
学科分类号
摘要
Carbon - Costs - Renewable energy resources - Value engineering
引用
收藏
相关论文
共 50 条
  • [1] Volatility spillovers and carbon price in the Nordic wholesale electricity markets
    Lyu, Chenyan
    Do, Hung Xuan
    Nepal, Rabindra
    Jamasb, Tooraj
    ENERGY ECONOMICS, 2024, 134
  • [2] Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets
    Lyu, Chenyan
    Do, Hung Xuan
    Nepal, Rabindra
    Jamasb, Tooraj
    SSRN, 2023,
  • [3] Price and Volatility Spillovers Between the US Crude Oil and Natural Gas Wholesale Markets
    Perifanis, Theodosios
    Dagoumas, Athanasios
    ENERGIES, 2018, 11 (10)
  • [4] Volatility spillovers in Australian electricity markets
    Han, Lin
    Kordzakhia, Nino
    Truck, Stefan
    ENERGY ECONOMICS, 2020, 90 (90)
  • [5] Price and volatility interrelationships in the wholesale spot electricity markets of the Central-Western European and Nordic region: a multivariate GARCH approach
    Sotiriadis M.S.
    Tsotsos R.
    Kosmidou K.
    Energy Systems, 2016, 7 (1) : 5 - 32
  • [6] Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets
    Higgs, Helen
    ENERGY ECONOMICS, 2009, 31 (05) : 748 - 756
  • [7] Price and volatility spillovers in Scandinavian stock markets
    Booth, GG
    Martikainen, T
    Tse, Y
    JOURNAL OF BANKING & FINANCE, 1997, 21 (06) : 811 - 823
  • [8] Price Volatility in Wind Dominant Electricity Markets
    Astaneh, Mostafa F.
    Chen, Zhe
    2013 IEEE EUROCON, 2013, : 770 - 775
  • [9] Crude oil price volatility spillovers into major equity markets
    Adrangi, Bahram
    Chatrath, Arjun
    Macri, Joseph
    Raffiee, Kambiz
    JOURNAL OF ENERGY MARKETS, 2015, 8 (01) : 77 - 95
  • [10] Price Transmission and Volatility Spillovers in Food Markets of Developing Countries
    Rapsomanikis, George
    Mugera, Harriet
    METHODS TO ANALYSE AGRICULTURAL COMMODITY PRICE VOLATILITY, 2011, : 165 - 179