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Modeling the daily electricity price volatility with realized measures
Frömmel, Michael
;
Han, Xing
;
Kratochvil, Stepan
- In:
Energy Economics
44
(
2014
)
C
,
pp. 492-502
including
intraday
range
as a realized measure is more substantial than realized variance. All the key findings are robust under …
Persistent link: https://www.econbiz.de/10011100137
Saved in:
2
Modeling the daily electricity price volatility with realized measures
Frömmel, Michael
;
Han, Xing
;
Kratochvil, Stepan
- In:
Energy economics
44
(
2014
),
pp. 492-502
Persistent link: https://www.econbiz.de/10010457140
Saved in:
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