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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:
Daskalakis, G., Markellos, R.N., 2009. Are electricity risk premia affected by emission allowance prices? Evidence from the EEX, Nord Pool and Powernext. Energy Policy 37, 2594–2604. https://doi.org/10.1016/j.enpol.2009.02.010 de Menezes, L.M., Houllier, M.A., 2016. Reassessing the integration of European electricity markets: A fractional cointegration analysis. Energy Econ. 53, 132–150. https://doi.org/10.1016/j.eneco.2014.10.021 De Vany, A.S., Walls, W.D., 1999. Cointegration analysis of spot electricity prices: insights on transmission efficiency in the western US. Energy Econ. 21, 435–448.
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