Hedging with futures: Efficacy of GARCH correlation models to European electricity markets
| Year of publication: |
2010
|
|---|---|
| Authors: | Zanotti, Giovanna ; Gabbi, Giampaolo ; Geranio, Manuela |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 11173178. - Vol. 20.2010, 2, p. 135-149
|