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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
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Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
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Increasing or diversifying risk? : tail correlations, transmission flows and prices across wind power areas
Mauritzen, Johannes
;
Sucarrat, Genaro
- In:
The energy journal
43
(
2022
)
3
,
pp. 105-131
Persistent link: https://www.econbiz.de/10013411265
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