Avancerad sökning

Hittade 1 avhandling som matchar ovanstående sökkriterier.

1. 1. Multivariate Modelling of Energy Markets

   Författare :Veronika Lunina; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; energy markets; volatility spillover; skew-Student asymmetric BEKK; volatility impulse response function; temperature; hydrobalance; electricity;

   Sammanfattning : This thesis contributes to the empirical energy finance literature and consists of three research papers. The common denominator for all papers is the multivariate modelling approach, placing the electricity market at the core and delving into its interdependencies on fundamentally related markets and factors. LÄS MER