Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Dynamic Conditional Correlation between Electricity and Stock markets
  during the Financial Crisis in Greece   Liberalization of electricity markets has increasingly created the need for
understanding the volatility and correlation structure between electricity and
financial markets. This work reveals the existence of structural changes in
correlation patterns among these two markets and links the changes to both
fundamentals and regulatory conditions prevailing in the markets, as well as
the current European financial crisis. We apply a Dynamic Conditional
Correlation (DCC) GARCH model to a set of market s fundamental variables and
Greece s financial market and microeconomic indexes to study their interaction.
Emphasis is given on the period of severe financial crisis of the Country to
understand contagion and volatility spillover between these two markets.

24
The categories of this paper are: dg-ga
7
The categories of this paper are: hep-th
2
The categories of this paper are: math
30
The categories of this paper are: q-alg
20
The categories of this paper are: acc-phys
19
The categories of this paper are: eess
25
The categories of this paper are: patt-sol
18
The categories of this paper are: econ
3
The categories of this paper are: physics
23
The categories of this paper are: solv-int
21
The categories of this paper are: adap-org
9
The categories of this paper are: nlin
15
The categories of this paper are: nucl-ex
1
The categories of this paper are: cs
32
The categories of this paper are: atom-ph
6
The categories of this paper are: astro-ph