Journal of Mathematical Finance
Vol.7 No.4(2017), Paper ID 80716, 44
pages
DOI:10.4236/jmf.2017.74055
Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece
Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos
Applied Mathematics and Physical Sciences, National Technical University of Athens, Athens, Greece
Center for Research and Applications in Nonlinear Systems (CRANS), Department of Mathematics, University of Patras, Patras, Greece
Department of Electrical and Computer Engineering, University of Patras, Patras, Greece
Research, Technology & Development Department, Independent Power Transmission Operator (IPTO) S.A., Athens, Greece
Copyright © 2017 Panagiotis G. Papaioannou, George P. Papaioannou, Akylas Stratigakos, Christos Dikaiakos et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
Papaioannou, P. , Papaioannou, G. , Stratigakos, A. and Dikaiakos, C. (2017) Dynamic Conditional Correlation between Electricity, Energy (Commodity) and Financial Markets during the Financial Crisis in Greece.
Journal of Mathematical Finance,
7, 990-1033. doi:
10.4236/jmf.2017.74055.