Do jumps matter for volatility forecasting? : evidence from energy markets
Marcel Prokopczuk, Lazaros Symeonidis and Chardin Wese Simen
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Prokopczuk, Marcel ; Symeonidis, Lazaros ; Wese Simen, Chardin |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 8, p. 758-792
|
| Subject: | Heterogenous Autoregressive (HAR) models | Strompreis | Electricity price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market | Welt | World | 2007-2012 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21759 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568562