Article, 2024

Volatility spillovers and carbon price in the Nordic wholesale electricity markets

ENERGY ECONOMICS, ISSN 0140-9883, Volume 134, 10.1016/j.eneco.2024.107559

Contributors

Lyu, Chenyan [1] [2] Do, Hung Xuan [3] [4] Nepal, Rabindra 0000-0001-9378-6206 [5] Jamasb, Tooraj (Corresponding author) [2] [6]

Affiliations

  1. [1] Univ Exeter, Exeter Sustainable Finance Ctr, Dept Finance & Accounting, Business Sch, Exeter, England
  2. [NORA names: United Kingdom; Europe, Non-EU; OECD];
  3. [2] Copenhagen Business Sch, Copenhagen Sch Energy Infrastruct CSEI, Dept Econ, Copenhagen, Denmark
  4. [NORA names: CBS Copenhagen Business School; University; Denmark; Europe, EU; Nordic; OECD];
  5. [3] Massey Univ, Sch Econ & Finance, Palmerston North, New Zealand
  6. [NORA names: New Zealand; Oceania; OECD];
  7. [4] Vietnam Natl Univ, Int Sch, Hanoi, Vietnam
  8. [NORA names: Vietnam; Asia, South];
  9. [5] Univ Wollongong, Fac Business & Law, Sch Business, Wollongong, Australia
  10. [NORA names: Australia; Oceania; OECD];

Abstract

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Keywords

Carbon market, Electricity markets, Nord pool, Price volatility, Renewable energy

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