Open AccessVOLATILITY SPILLOVERS IN ELECTRICITY MARKETS: EVIDENCE FROM THE UNITED STATES
Author(s) -
Themistoclis Pantos,
Efstathios Polyzos,
Aggelos Armenatzoglou,
Ilias Kampouris
Publication year - 2019
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.7563
Subject(s) - volatility (finance) , economics , electricity market , electricity , market integration , interdependence , capital market , autoregressive conditional heteroskedasticity , econometrics , financial economics , microeconomics , finance , political science , law , electrical engineering , engineering
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