Decomposing Return and Volatility Connectedness in Northwest European Gas Markets: Evidence from the 𝑅2 connectedness approach — EWI

Type of Publication:	Working Paper
Written by:	Markos Farag, Oliver Ruhnau
Date:	October 2024

Type of Publication:	Working Paper
Written by:	Markos Farag, Oliver Ruhnau
Date:	October 2024

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EWI WP 24 06 Decomposing Return And Volatility Connectedness In Northwest European Gas Markets Farag+Ruhnau pdf, 2 MB

Jun.-Prof. Dr. Oliver Ruhnau

Jun.-Prof. Dr. Oliver Ruhnau

oliver.ruhnau@ewi.uni-koeln.de

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