Realized volatility and price spikes in electricity markets: The importance of observation frequency
Year of publication: |
2012
|
---|---|
Authors: | Ullrich, Carl J. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 34.2012, 6, p. 1809-1818
|
Publisher: |
Elsevier |
Subject: | Realized volatility | Bipower variation | Observation frequency | Electricity markets | Price spikes |
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