Electricity Price Volatility and Financial Stress: A Time-Frequency Causal Approach Based on Wavelets
Jiaojiao Zhao; Ben-yan TAN; Zhu Xiaomei; Thomas Stephen Ramsey
- Published
- Publisher
- Elsevier BV
- Research area
- Energy & infrastructure
- Source type
- Preprint / posted paper
- DOI
- 10.2139/ssrn.5714498
This is a preprint or other posted paper. Check the original source for its review and publication status.
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Cite this source
Jiaojiao Zhao; Ben-yan TAN; Zhu Xiaomei; Thomas Stephen Ramsey. Electricity Price Volatility and Financial Stress: A Time-Frequency Causal Approach Based on Wavelets. Elsevier BV. 2025. https://doi.org/10.2139/ssrn.5714498