Veronika Lunina

Knut Wicksell Centre for Financial Studies, Lund University

Affiliated Researcher

P.O. Box 7082

S-220 07 Lund

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

97

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Cross-Commodity News Transmission and Volatility Spillovers in the German Energy Markets

Number of pages: 47 Posted: 06 Apr 2016 Last Revised: 23 Oct 2017
Rikard Green, Karl Larsson, Veronika Lunina and Birger Nilsson
Energy Quant Solutions Sweden, Örebro University, Knut Wicksell Centre for Financial Studies, Lund University and Lund University - Department of Economics
Downloads 66 (502,955)
Citation 1

Abstract:

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Energy Markets, Time-Varying Volatility Spillovers, Volatility Impulse Response Function, Skew-Student Asymmetric BEKK

2.

Joint Modelling of Power Price, Temperature, and Hydrological Balance with a View Towards Scenario Analysis

Number of pages: 39 Posted: 19 Nov 2016
Veronika Lunina
Knut Wicksell Centre for Financial Studies, Lund University
Downloads 31 (682,001)

Abstract:

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spot power price, temperature, hydrological scenarios, VARFIMA-BEKK, skew-Student