This paper studies how climate risks spill over to European electricity markets across time
and frequency domains using the connectedness network approach. By introducing three …

Copula theory, a branch of statistics and probability theory, focuses on characterizing and
modeling the dependency structures between random variables. Within finance, copulas …

This study examines tail risk contagion across returns series of (i) ten major electricity
markets and (ii) five raw materials used for electricity production during crises, using data …

This paper attempts to model both static and dynamic dependence structures and measure
impacts of energy consumptions (both renewable (EC) and non-renewable (REN) energies) …

Constructing a renewable energy-based power system has become an important
development path for the power industry's low-carbon transformation. However, as the …

This article focuses on examining the effects of the COVID-19 pandemic and gold prices on
the stock market. It primarily analyzes the relationship between COVID-19 cases and stock …

Volatility spillover can cause successive and similar volatilities in different markets even
financial or economic crises. Many related studies have been presented to analyze it from …

This paper develops a novel time-varying Copula model that conducts a GARCHSK model
for marginal modeling and comprises threshold variables to model the joint distribution of …

In the Italian electricity market, we analyze the Aggregate Zonal Imbalance, which is the
algebraic sum, changed in sign, of the amount of energy procured by the Italian national …

Sweet-spots map** (SM) mainly focused on searching prospective areas that have the
highest potential. However, the accuracy of SM is typically subject to the predicting ability of …