Browsing Biltoki by Author "ZARRAGA, AINHOA"
Now showing items 1-4 of 4
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Analysis of volatility transmissions in integrated and interconnected markets: The case of the Iberian and French markets
This paper models the mean and volatility spillovers of prices within the integrated Iberian and the interconnected Spanish and French electricity markets. Using the constant (CCC) and dynamic conditional correlation (DCC) ... -
Economic Growth and Electricity Consumption in 12 European Countries: A Causality Analysis Using Panel Data
We apply recent panel methodology to investigate the relationship between electricity consumption and real GDP for a set of 12 European Union countries using annual data for the period 1970-2004. Recently developed tests ... -
Electricity consumption and economic growth: evidence from Spain
The paper investigates both linear and nonlinear causality between electricity consumption and economic growth in Spain for the period 1971-2005. We use the methodology of Toda and Yamamoto (1995) and Dolado and Lütkepohl ... -
Time-Varying Beta Estimators in the Mexican Emerging Market
This paper compares the performance of three different time-varying betas that have never previously been compared: the rolling OLS estimator, a nonparametric estimator and an estimator based on GARCH models. The study ...