File(s) not publicly available
The European energy complex : an integrated market?
The level of market integration among the primary energy commodities in Europe can best be tested using a DCC GARCH approach to account for time-varying dynamics. This approach is shown to be superior to co-integration and correlation techniques. The results challenge the notion of a European ‘energy complex,’ which implies that important diversification advantages can be obtained from the European energy portfolio.
History
Volume
26Issue
5Start Page
52End Page
64Number of Pages
13ISSN
1040-6190Location
United StatesPublisher
ElsevierPublisher DOI
Full Text URL
Language
en-ausPeer Reviewed
- Yes
Open Access
- No
External Author Affiliations
Griffith University; Not affiliated to a Research Institute;Era Eligible
- Yes