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Chenyan, Lyu ; Hung Xuan, Do ; Rabindra, Nepal ; Rabindra, Nepal ; Tooraj, Jamasb ; Tooraj, Jamasb. (2023) Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets.
In: Working Papers. RePEc:hhs:cbsnow:2023_005.
Full description at Econpapers
cites:
Ind. Organ. 55, 63–87. https://doi.org/10.1007/s11151-019-09682-w Sotiriadis, M.S., Tsotsos, R., Kosmidou, K., 2016. Price and volatility interrelationships in the wholesale spot electricity markets of the Central-Western European and Nordic region: a multivariate GARCH approach. Energy Syst. 7, 5–32. https://doi.org/10.1007/s12667-014-0137-1 Souhir, B.A., Heni, B., Lotfi, B., 2019. Price risk and hedging strategies in Nord Pool electricity market evidence with sector indexes. Energy Econ. 80, 635–655. https://doi.org/10.1016/j.eneco.2019.02.001 Sousa, J., Soares, I., 2020. Demand response, market design and risk: A literature review. Util.
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