Work

Volatility transmission and volatility impulse response functions in European electricity forward markets

Year: 2009

Type: article

Source: Energy Economics

DOI: 10.1016/j.eneco.2009.12.003

Authors: Yannick Le Pen, Benoît Sévi

Institutions: Université de Nantes, Nantes Université, Laboratoire d'Economie et de Management de Nantes Atlantique, Bordeaux École de Management, Université d'Angers

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3124372532

FWCI: 3.02

Cites: 77

Cited by: 61

Related to: 10