Cross-Commodity News Transmission and Volatility Spillovers...

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

Green, Rikard, Larsson, Karl, Lunina, Veronika, Nilsson, Birger
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Year:
2016
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2758373
File:
PDF, 649 KB
2016
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