Modelling realized volatility in electricity spot prices : new insights and application to the Japanese electricity market
Year of publication: |
February 2017
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Authors: | Ciarreta, Aitor ; Muniain, Peru ; Zarraga, Ainhoa |
Publisher: |
Osaka, Japan : The Institute of Social and Economic Research, Osaka University |
Subject: | Japan | Volatilität | Volatility | Elektrizitätswirtschaft | Electric power industry | Strompreis | Electricity price | Spotmarkt | Spot market |
Extent: | 1 Online-Ressource (circa 30 Seiten) |
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Series: | Discussion paper / Institute of Social and Economic Research. - Osaka : [Verlag nicht ermittelbar], ISSN 2435-0982, ZDB-ID 2106942-6. - Vol. no. 991 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/197723 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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