Volatility Spillovers in Electricity Markets: Evidence from the United States
<p>This paper examines the degree of market integration, as observed by measuring volatility spillovers, in selected wholesale electricity spot markets from<br />United States. We choose markets located at interconnected and non-interconnected areas. We use a Multivariate GARCH framework...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2019-06-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/7563 |