A New Perspective on Energy Contagion in Colombia: Evidence from Wavelet Analysis and Co-Movement Dynamics

Objective: This study examined the existence of energy contagion from the most important energy indicators—oil, natural gas, and coal—to electricity spot prices in Colombia. Design/Methodology: The methodology employed here was correlational, with a quantitative approach. Daily data from February 20...

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Enregistré dans:
Détails bibliographiques
Publié dans:Revista CEA
Auteurs principaux: Luis Ángel Meneses Cerón, Jorge Eduardo Orozco Álvarez, Juan Camilo Mosquera Muñoz, Víctor Manuel Vélez Rivera
Format: Artigo
Langue:Inglês
Publié: Instituto Tecnológico Metropolitano 2024
Sujets:
Economía y Finanzas
co
movements
Energy contagion
wavelet analysis
global energy marke
Accès en ligne:https://www.redalyc.org/articulo.oa?id=638176083007
https://www.redalyc.org/journal/6381/638176083007/
https://www.redalyc.org/journal/6381/638176083007/html/
https://www.redalyc.org/journal/6381/638176083007/638176083007.epub
https://www.redalyc.org/journal/6381/638176083007/movil
https://doi.org/10.22430/24223182.2578
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