Electricity market crisis in Europe and cross border price effects: A quantile return connectedness analysis

Author:

Do Hung Xuan,Nepal Rabindra,Pham Son Duy,Jamasb Tooraj

Funder

Copenhagen Business School

Copenhagen School of Energy Infrastructure

Publisher

Elsevier BV

Reference104 articles.

1. Evaluation of a cross-border electricity interconnection: the case of Spain-France;Abadie;Energy,2021

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3. The volatility connectedness of the EU carbon market with commodity and financial markets in time-and frequency-domain: the role of the US economic policy uncertainty;Adekoya;Res. Policy,2021

4. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga;Adekoya;Res. Policy,2022

5. COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility;Ahmed;Res. policy,2021

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