VOLATILITY AND LIQUIDITY ON HIGH-FREQUENCY ELECTRICITY FUTURES MARKETS: EMPIRICAL ANALYSIS AND STOCHASTIC MODELING
KREMER, MARCEL, BENTH, FRED ESPEN, FELTEN, BJÃRN, KIESEL, RÃDIGERVolume:
23
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024920500272
Date:
June, 2020
File:
PDF, 2.99 MB
2020