Modelling Realized Volatility in Electricity Spot Prices:...

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SSRN Electronic Journal 2017

Modelling Realized Volatility in Electricity Spot Prices: New Insights and Application to the Japanese Electricity Market

Ciarreta, Aitor, Muniain, Peru, Zarraga Alonso, Ainhoa
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Year:
2017
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2929774
File:
PDF, 1.91 MB
english, 2017
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