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 |