A conditionally heteroskedastic model with time-varying coefficients for daily gas spot prices
Nazim Regnard; Jean-Michel Zakoïan
| Year of publication: |
2011
|
|---|---|
| Authors: | Regnard, Nazim ; Zakoïan, Jean-Michel |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 33.2011, 6, p. 1240-1251
|
| Subject: | Spotmarkt | Spot market | Erdgasmarkt | Natural gas market | ARCH-Modell | ARCH model | Belgien | Belgium | 2000-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009510905