Coefficients

“ase”

“stoxx”

“vstoxx”

“ppc”

“gbonds”

“eua”

“ngUK”

“brent”

“smp”

“load”

“lignite”

“ase(−1)”

−0.0295

0.1717

0.0101

0.0301

−0.0145

−0.0107

−0.0283

0.0042

0.0101

−0.0041

0.0049

“stoxx(−1)”

0.0208

0.0222

0.0089

0.0077

−0.0038

0.0010

−0.0273

−0.0009

−0.0022

−0.0007

−0.0112

“vstoxx(−1)”

−0.2317

−0.2081

−0.0738

0.0066

0.0336

−0.0103

0.1524

−0.0568

0.0392

−0.0038

0.0383

“ppc(−1)”

0.0005

0.1182

−0.0049

0.0651

0.0085

−0.0079

−0.0320

−0.0485

−0.0127

−0.0109

0.0202

“gbonds(−1)”

−0.0511

−0.1269

−0.0146

−0.0193

0.0763

−0.0111

0.0319

0.0468

−0.0178

0.0050

0.0075

“eua(−1)”

0.0602

−0.0016

0.0248

−0.0106

0.0091

0.0552

−0.0178

−0.0769

−0.0256

0.0057

−0.0317

“ngUK(−1)”

−0.0447

0.0016

−0.0140

−0.0042

−0.0186

0.0174

0.0023

−0.0497

0.0246

0.0013

−0.0014

“brent(−1)”

−0.0127

0.0411

0.0151

0.0270

−0.0154

0.0207

0.0412

−0.0300

−0.0071

−0.0023

−0.0008

“smp(−1)”

−0.0021

0.0286

−0.0120

0.0046

0.0030

−0.0044

0.0244

−0.0357

−0.2271

0.0020

0.0429

“load(−1)”

0.3564

−0.4768

−0.0046

0.0863

0.1917

−0.0644

0.1848

0.1352

−0.1476

−0.3191

0.4495

“lignite(−1)”

−0.0492

0.0956

0.0600

0.0427

−0.0283

−0.0276

−0.0196

0.0236

−0.2920

0.0042

−0.1234