@article{lepen:hal-03066721, TITLE = {{Volatility transmission and volatility impulse response functions in European electricity forward markets}}, AUTHOR = {Le Pen, Yannick and S{\'e}vi, Beno{\^i}t}, URL = {https://univ-angers.hal.science/hal-03066721}, JOURNAL = {{Energy Economics}}, VOLUME = {32}, NUMBER = {4}, PAGES = {758 - 770}, YEAR = {2010}, DOI = {10.1016/j.eneco.2009.12.003}, KEYWORDS = {electricity ; forward ; GARCH ; non ; volatility}, HAL_ID = {hal-03066721}, HAL_VERSION = {v1}, }