Asymmetric volatility in European day-ahead power markets : a comparative microeconomic analysis
Erkan Erdogdu
| Year of publication: |
May 2016
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|---|---|
| Authors: | Erdogdu, Erkan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 56.2016, p. 398-409
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| Subject: | Asymmetric volatility | Price modeling | European power markets | E-GARCH | TARCH | EU-Staaten | EU countries | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Energiemarkt | Energy market | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2016.04.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011664475