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Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix
Working Papers
Overview
Classification
Overview
authors
GUINEA VOINEA, LAURENTIU
PÉREZ, RAFAELA
RUIZ, JESÚS
publisher
UNIVERSIDAD CARLOS III DE MADRID
publication date
2023
series title
Working paper. Economics
full text
http://hdl.handle.net/10016/36916
series number
23-02
Classification
subjects
Economics
keywords
asymmetries; financial instability; nardl; renewable energy; vix; volatility-of-volatility