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Do jumps and cojumps matter for electricity price forecasting? Evidence from the German-Austrian day-ahead market
(Elsevier, 2022-11)
This paper analyzes the potential for including jumps and cojumps in electricity price forecasting models. The study is carried out on the German-Austrian day-ahead electricity market with a multivariate framework in which ...
A volatility spillover analysis with realized semi(co)variances in Australian electricity markets
(Elsevier, 2022-07)
[EN] Volatility spillovers are a characteristic of interconnected electricity markets. We use high-frequency prices to analyze the transmission of volatility across five Australian regional electricity markets. We propose ...
The role of production factors on landings heterogeneity between EU countries
(Elsevier, 2021-10)
[EN]Distribution of natural resources is considered to be a key aspect in ensuring the success of conservation policies. The Common Fisheries Policy, implemented by the European Union (EU), is an example of long-term ...
The economic cost of the Arab Spring: the case of the Egyptian revolution
(Springer Nature, 2020)
[EN] This paper analyzes the effects that the Arab Spring and the subsequent revolution had on per capita real Gross Domestic Product in Egypt. The estimation procedure that we follow is the synthetic control method. After ...
The Economic Consequences of the Libyan Spring: A Synthetic Control Analysis
(Taylor & Francis, 2019)
[EN] In 2011 a wave of revolutionary movements, the so-called Arab Spring, spread in the Middle East and North Africa. Libya was one of the most affected countries, ending Gaddafi’s dictatorship after an international ...