Energy prices and geopolitical tensions

• Main Author: Γιαλιά, Ελένη
• Other Authors: Gialia, Eleni
• Language: English
• Published: 2023
• Subjects: Geopolitical risk; Brent oil; Dutch TTF; Electricity day ahead prices; Rolling window estimation; Γεωπολιτικό ρίσκο; Πετρέλαιο brent; Ολλανδικό TTF; Προ-ημερήσια αγορά ηλεκτρικής ενέργειας; Εκτίμηση κυλιόμενου παραθύρου

Energy and geopolitics have always affected one another. This dissertation investigates the timevarying impact of geopolitical instability on the volatility of three of the most consumed energy commodities using monthly data spanning from July 1988 to June 2022. The employed dataset includes the pri...