A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
- Authors:
- Chanatásig-Niza, E.; Ciarreta, A.; Zarraga, A.
- Year:
- 2022
- Journal:
- Energy Economics
- Quartile:
- Q1, ECONOMICS-SSCI
- Volume:
- 111, number 106076
- DOI:
- 10.1016/j.eneco.2022.106076