From volatility spillover to risk spread: An empirical study focuses on renewable energy markets
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Title
From volatility spillover to risk spread: An empirical study focuses on renewable energy markets
Authors
Keywords
Volatility spillover, Risk spread, Multidimensional analysis method, VSI index, Renewable energy
Journal
RENEWABLE ENERGY
Volume 180, Issue -, Pages 329-342
Publisher
Elsevier BV
Online
2021-08-26
DOI
10.1016/j.renene.2021.08.083
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