Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets

Rikard Green, Karl Larsson, Veronika Lunina, Birger Nilsson

Department of Economics

Modity Energy Trading AB

Research output: Working paper/Preprint › Working paper

18 Downloads (Pure)

1 Doctoral Thesis (compilation)

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2016
Multivariate Modelling of Energy Markets
Lunina, V., 2016 Nov 16, Lund Economic Series no. 198 ed. Lund: Department of Economics, Lund University. 123 p.
Research output: Thesis › Doctoral Thesis (compilation)

Open Access
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610 Downloads (Pure)