Large time-varying volatility models for hourly electricity prices
Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
| Year of publication: |
2023
|
|---|---|
| Authors: | Gianfreda, Angelica ; Ravazzolo, Francesco ; Rossini, Luca |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford : Wiley-Blackwell, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 85.2023, 3, p. 545-573
|
| Subject: | Volatilität | Volatility | Strompreis | Electricity price | Bayes-Statistik | Bayesian inference | Erneuerbare Energie | Renewable energy | Theorie | Theory | Deutschland | Germany | Italien | Italy | Dänemark | Denmark | 2016-2019 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/obes.12532 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014304428