Forecasting time-varying covariance matrices in intradaily electricity spot prices

Ángel León and Antonio Rubia

Year of publication:	July 2002 ; [Elektronische Ressource], 1. ed
Other Persons:	León Valle, Ángel Manuel (contributor) ; Rubia, Antonio (contributor)
Institutions:	Instituto Valenciano de Investigaciones Económicas (contributor)
Publisher:	Valencia : Inst. Valenciano de Investigaciones Económicas
Subject:	Elektrizitätswirtschaft \| Electric power industry \| Strompreis \| Electricity price \| Volatilität \| Volatility \| Argentinien \| Argentina \| Risikomaß \| Risk measure

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