Energy price transmissions during extreme movements

M Joëts - Economic Modelling, 2014 - Elsevier
This paper investigates price transmissions across European energy forward markets at
distinct maturities during both normal times and extreme fluctuation periods. To this end, we …

Energy price transmissions during extreme movements

M Joëts - 2012 - papers.ssrn.com
This paper investigates price transmissions across European energy forward markets at
distinct maturities during both normal times and extreme fluctuation periods. To this end, we …