Multivariate Volatility Modeling of Electricity Futures
Year of publication: |
2017
|
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Authors: | Bauwens, Luc |
Other Persons: | Hafner, Christian (contributor) ; Pierret, Diane (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | EU-Staaten | EU countries | Volatilität | Volatility | Elektrizität | Electricity | Euro | Derivat | Derivative | Strompreis | Electricity price | Emissionshandel | Emissions trading | Bargeld | Cash |
Extent: | 1 Online-Ressource (24 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Applied Econometrics, 28/5, 743-761, 2013 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 7, 2011 erstellt |
Classification: | C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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Multivariate Volatility Modeling of Electricity Futures : Online Appendix
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