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